Data Scientist and Model Developer

Citi Poland; Warszawa; On-site; PLN 260,000 - 420,000; Full time

Benefits offered by this job

Fixed term contract

Pension plan contribution (6%)

Private medical care

Life Insurance

Employee Assistance Program

Parental Leave

Sport Card

Flexible benefits cafeteria

Annual incentive opportunity

Employee discounts

Job summary

Citi Poland invites a Data Scientist and Model Developer to advance AML transaction monitoring using AI/ML and GenAI techniques. You will process transactional data, run advanced analyses, and build predictive models to detect illicit activity.

The role requires 5+ years in financial crimes, strong Python/SQL skills, and experience with TensorFlow/PyTorch. It is a fixed-term contract through December 2027 with competitive benefits and growth opportunities.

Qualifications

• 5+ years of experience in financial crime AML model development or related area.
• Strong written and verbal communication skills.
• Experience in quantitative risk management with model development or validation.
• Knowledge of statistical and AI/ML model development and regulatory expectations.
• Programming experience with Python and SQL, Big Data.
• Experience with DL frameworks (TensorFlow, PyTorch, Keras) and ML libraries.

Responsibilities

• Develop, enhance, and monitor AI/ML and GenAI models within Citi's AML transaction monitoring system.
• Manage model life-cycle including development, evaluation, and annual reviews.
• Translate business requests into programming criteria and develop analytic engines with documentation.
• Identify modeling opportunities and present recommendations to senior staff.
• Lead large, cross-functional AML initiatives and programs.
• Assess risk and ensure compliance with laws, regulations, and Citi policies.

Skills

Financial Crimes AML

Communication skills

Project management

Quantitative risk management

Statistics/ML concepts

Python programming

SQL

Big Data

Deep learning experience

Education

Master's/PhD in Statistics/CS/Quantitative Economics/Math

Tools

Python (Pandas, NumPy)

SQL

TensorFlow

PyTorch

Keras

scikit-learn

XGBoost

LightGBM

Job description

Nasze wymagania:

• 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, NumX), 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.

O projekcie:

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.

Zakres obowiązków:

• 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 project.
• Appropriately assess 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, NumX), 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.

What we offer:

Fixed term con

Oferujemy:

• Fixed term contract till the end of December 2027
• Employer paid Defined Contribution Pension Plan contribution of 6% of employee’s pensionable earnings (PPE Program)
• Employer paid Private Medical Care Package for employees and Private Medical Care Packages for certain family members available at preferential rates
• Employer paid Life Insurance Program for employees and Life Insurance for certain family members available at preferential rates
• Employee Assistance Program financed by Employer
• Paid Parental Leave Program (maternity and paternity leave; statutory and 2 weeks additional paid paternity leave)
• Sport Card for employees subsidized via Social Benefits Fund and Sport Cards for certain family members available at preferential rates
• Additional benefits from Company’s Social Benefit Fund, in particular: Holidays Allowance, support for sport and cultural activities, team building events.
• Additional day off for volunteering
• Cafeteria/ flex benefit – a company benefits system which enables employees to select and purchase benefits offered by a provider and available for employees on the platform.
• Opportunity to receive an annual discretionary incentive award
• Special offers and discounts for employees

Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day. We want the best talent around the world to be energized to join us, motivated to stay, and empowered to thrive.