Data Scientist and Model Developer, Vice President (Contract)

Citigroup Inc.; Kuala Lumpur; On-site; MYR 100,000 - 150,000; Full time

Benefits offered by this job

Access to telehealth options

Confidential counseling services

Job summary

Citigroup Inc. is seeking a Data Scientist and Model Developer, Vice President (Contract) based in Kuala Lumpur, Malaysia. This strategic position focuses on developing AI/ML models within Citi's Anti-Money Laundering transaction monitoring system. Candidates should have over 5 years of relevant experience, strong programming skills in Python, and a Master’s or PhD in related fields.

The role offers full-time employment, with various resources for professional development and well-being. Join a dynamic team that values innovation and contribution.

Qualifications

• 5+ years of experience in financial crimes knowledge.
• Strong programming experience with Python and Big Data solutions.
• Experience in a quantitative role at a financial institution.

Responsibilities

• Develop and monitor AI/ML models within AML transaction monitoring.
• Translate business requests into programming and data criteria.
• Conduct systems and operational research for analytic engine development.

Skills

AML model development knowledge

Statistical analysis

Python programming

Project management

Education

Master or PhD in statistics, computer science, quantitative economics, mathematics

Tools

TensorFlow

PyTorch

scikit-learn

SQL

Job description

Whether you’re at the start of your career or looking to discover your next adventure, your story begins here. At Citi, you’ll have the opportunity to expand your skills and make a difference at one of the world’s most global banks. We’re fully committed to supporting your growth and development from the start with extensive on-the-job training and exposure to senior leaders, as well as more traditional learning. You’ll also have the chance to give back and make a positive impact where we live and work through volunteerism.

Shape your Career with Citi

We’re currently looking for a high caliber professional to join our team as Data Scientist and Model Developer, Vice President (Contract) (Internal Job Title: Model/Anlys/Valid Officer - C13) based in Kuala Lumpur, Malaysia. Being part of our team means that we’ll provide you with the resources to meet your unique needs, empower you to make healthy decisions and manage your financial well‑being to help plan for your future. For instance:

• Citi provides programs and services for your physical and mental well‑being including access to telehealth options, health advocates, confidential counseling and more. Coverage varies by country.
• Citi provides access to an array of learning and development resources to help broaden and deepen your skills and knowledge as your career progresses.

Data Scientist and Model Developer is a strategic professional who stays abreast of developments within own field and contributes to directional strategy by considering their application in own job and the business. Recognized technical authority for an area within the business.

Key responsibilities involve the development, enhancement, and statistical testing of Artificial Intelligence (AI), Machine Learning (ML), and Generative AI (GenAI) models within Citi’s Anti‑Money Laundering (AML) transaction monitoring system. This requires the ability to process transactional data and execute complex statistical analyses, data visualizations, and algorithm simulations.

This is a temporary role, till the end of December 2027.

Responsibilities

• Develops, enhances, and monitors AI/ML and GenAI models within the AML transaction monitoring system.
• Manages model across the model life‑cycle including model development, ongoing performance evaluation and annual model reviews.
• Translates business operational requests into programming and data criteria, conducts systems and operational research, and assists in developing analytic engines with detailed technical documentation for validation.
• Identifies modeling opportunities yielding measurable business results, presents recommendations to senior staff.
• Contributes to strategic, cross‑functional AML initiatives and independently leads large projects.
• Appropriately assesses risk in business decisions, prioritizing firm reputation and safeguarding Citigroup, clients, and assets. This involves ensuring compliance with laws, rules, and regulations, adhering to Policy, exercising sound ethical judgment, and transparently escalating, managing, and reporting control issues.

Qualifications

• 5+ years of experience and strong financial crimes knowledge – AML model development requires a deep understanding of AML typologies and sophisticated detection scenarios.
• Consistently demonstrates clear and concise written and verbal communication skills.
• Proven project management and organizational skills and capability to handle multiple projects at one time.
• Experience in a quantitative role in risk management at a financial institution with experience in either model development or validation.
• Comprehensive knowledge of statistical and AI/ML model development and maintenance methodologies, including risk models, coupled with an understanding of relevant regulatory expectations and Citi’s Risk Appetite for model application.
• Strong programming experience for data analysis and processing using Python (including Pandas, NumPy), SQL, and Big Data solutions.
• Experience with deep learning frameworks like TensorFlow, PyTorch, or Keras and commonly used ML libraries (scikit‑learn, XGBoost, LightGBM).
• University degree (Master or PhD) in statistics, computer science, quantitative economics, mathematics, or related fields.

Job Family Group

Risk Management

Job Family

Model Development and Analytics

Time Type

Full time

Most Relevant Skills

Analytical Thinking, Credible Challenge, Data Analysis, Governance, Policy, Procedure, and Regulation, Risk Management Lifecycle.

Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

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