Model Validation 2nd LOD 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. seeks a Model Validation 2nd LOD Lead Analyst for its Wilmington, Delaware location.

Duties: Provide independent review and effective challenge on the soundness and fit-for-purpose of Generative AI, AI (Artificial Intelligence) / ML (Machine Learning) objects. Act as a senior model validator to independently manage Generative AI, AI (Artificial Intelligence)/ML(Machine Learning) risk across all life-cycle activities including initial review, ongoing monitoring, and periodic reviews. Conduct analysis and prepare detailed technical documentation reports sufficient to meet regulatory guidelines and exceed industry standards. Identify weaknesses and limitations of Generative AI, AI/ML objects and inform stakeholders of their risk profile and recommend compensating controls. Communicate results to diverse audiences such as object owners and developers and senior management. Manage stakeholder interactions with Generative AI, AI(Artificial Intelligence)/ML(Machine Learning) object developers and owners across the review lifecycle. Interacts with senior levels of management to facilitate understanding of usage of risk models and inform critical decisions. Develop NLP and GenAI applications to automate and streamline existing manual validation processes, aiming to increase operational efficiency for the organization. Developed state-of-art risk management practice, validation guidelines, and testing playbooks for AI/ML(including GenAI) models. Lead collaborative efforts with cross-functional teams (e.g., model development, risk governance, business units) on key AI/ML/GenAI projects and present complex validation findings and strategic recommendations to senior stakeholders and successfully negotiating outcomes. Provide structured mentorship for junior validators, focusing on their technical skills, critical thinking, and communication. Drive team initiative to streamline a common validation process or improve knowledge sharing. Drive the exploration and adoption of at least one innovative methodology or tool to enhance GenAI model validation efficiency or effectiveness. Develop internal guidance, best practices document, or training session based on these initiatives.

Requirements: Requires a Master’s degree or foreign equivalent in Statistics, Mathematics, Finance or related field and 3 years of experience as a Model Analysis Validation Officer, Senior Model Developer, Data Scientist or related position developing AI/ML models to analyze and interpret data for a financial services institution. Alternatively, employer will accept a Bachelor’s degree in the listed fields and 5 years of progressively responsible, post-baccalaureate experience in the listed positions. Full span of experience must include: Model Risk Management, Artificial Intelligence, Machine Learning, Natural Language Process; Unsupervised Learning, Statistical Data Analysis; Python, R, SQL, PyTorch, TensorFlow, Azure ML, Spark; Statistical Modeling, Hypothesis Testing, Perplexity, Benchmarking (MMLU, TruthfulQA), Sensitivity Analysis, Stress Testing, Back-Testing; Technical Documentation, Stakeholder Engagement, Cross-functional Collaboration, AI Alignment, Bias Detection & Mitigation, Guardrail Implementation, Interpretability. Additionally, 1 year of experience must include: Generative Artificial Intelligence, Big Data, Object Oriented Programming; LLMs, Transformer Architectures, RAG Pipelines, Prompt Engineering, Fine-Tuning (LoRA, RLHF, PEFT), Embedding Models, Vector Databases, Multi-Modal Models, Agentic AI Frameworks; Databricks, Uncertainty Quantification, BERT Score, HuggingFace, MLflow, Vertex AI, LangChain; BLEU, ROUGE, Validation Report Authoring, Regulatory Communication. EO Employer.

Wage Range: $173,000 to $173,400

Job Family Group: Risk Management

Job Family: Model Validation

Time Type:

Full time

Primary Location:

Wilmington Delaware United States

Primary Location Full Time Salary Range:

In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards.

Citi offers competitive employee benefits, including:

• medical, dental & vision coverage
• 401(k)
• life, accident, and disability insurance
• wellness programs
• paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays

For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

Most Relevant Skills

Wholesale Lending Operations Management.

Anticipated Posting Close Date:

Nov 21, 2026

Automated Processing and AI

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Importantly, all our hiring processes and decisions, including determining your suitability for a role, are conducted, checked, and decided by individuals. Our automated processing and AI do not involve relying on automatic or autonomous decision-making. Please refer to any Jurisdictional Considerations, with specific provisions for your country (where relevant) for further details.

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