GenAI Risk & Validation Lead Analyst

Citigroup Inc.; Wilmington (DE); On-site; USD 173,000 - 174,000; Full time

Benefits offered by this job

Health benefits

401(k)

Paid time off

Job summary

Citibank, N.A. in Wilmington, Delaware seeks a Model Validation 2nd LOD Lead Analyst to independently validate Generative AI/ML models and lead risk governance. You will manage life-cycle risk, prepare technical reports, and communicate results to owners and executives.

Role emphasizes NLP/GenAI development for automating validation, mentorship of junior validators, and collaboration with model development teams to enhance risk controls.

Qualifications

• Requires a Master’s degree... in Statistics, Mathematics, Finance or related field and 3 years of experience in AI/ML model analysis.
• Alternatively, a Bachelor’s degree with 5 years of progressively responsible experience in Model Risk Management, AI/ML, NLP and related areas.
• Experience must include Model Risk Management, AI/ML, NLP, Unsupervised Learning, Statistical Data Analysis, Python, R, SQL, PyTorch, TensorFlow, Azure ML, Spark.
• Additionally, 1 year of experience must include Generative AI, LLMs, Transformer Architectures, Prompt Engineering, Fine-Tuning, Embedding Models, Vector Databases, Multi-Modal Models, Agentic AI Frameworks; Databricks, Uncertainty Quantification, BERT Score, HuggingFace, MLflow, Vertex AI, LangChain.

Responsibilities

• Provide independent review and effective challenge on AI/ML objects and risk across lifecycle.
• Lead collaboration with cross-functional teams on AI/GenAI projects and present findings to senior stakeholders.
• Develop NLP and GenAI applications to automate and streamline validation processes.
• Mentor junior validators and drive knowledge sharing, improving validation efficiency.

Skills

Model Risk Management

Artificial Intelligence

Machine Learning

Natural Language Processing

Python

R

SQL

PyTorch

TensorFlow

Azure ML

Spark

Statistical Modeling

Hypothesis Testing

Back-Testing

Regulatory Communication

Education

Master’s degree in Statistics/Mathematics/Finance or related field

Bachelor’s degree in Statistics/Mathematics/Finance or related field

Tools

Python

R

SQL

PyTorch

TensorFlow

Azure ML

Spark

Databricks

HuggingFace

MLflow

Vertex AI

LangChain

Job description

Citibank, N.A. in Wilmington, Delaware seeks a Model Validation 2nd LOD Lead Analyst to independently validate Generative AI/ML models and lead risk governance. You will manage life-cycle risk, prepare technical reports, and communicate results to owners and executives.

Role emphasizes NLP/GenAI development for automating validation, mentorship of junior validators, and collaboration with model development teams to enhance risk controls.