Model Validation 2nd LOD Lead Analyst

Citi; Wilmington (DE); Hybrid; USD 173,000 - 174,000; Full time

Benefits offered by this job

Hybrid work schedule

Competitive benefits

Job summary

Citibank, N.A. in Wilmington, DE seeks a Model Validation 2nd LOD Lead Analyst to independently review and challenge AI/ML objects across the full lifecycle. You will develop GenAI/NLP validation methods, collaborate with cross-functional teams, and present findings to senior management.

The role requires advanced AI/ML risk expertise, strong communication, and mentoring skills. A telecommuting/hybrid setup may be permitted within commutable distance from the worksite.

Qualifications

• Master’s degree in Statistics, Mathematics, Finance or related field.
• 3 years of experience in model validation or related AI/ML roles.
• Alternative: Bachelor’s degree with 5 years of relevant experience.
• Strong knowledge of AI/ML risk, NLP, GenAI and risk governance.

Responsibilities

• Provide independent review and challenge on Generative AI/ML objects.
• Lead risk management across review lifecycle for AI/ML models.
• Develop NLP/GenAI apps to automate validation processes.
• Present complex findings to senior stakeholders and owners.
• Mentor junior validators and drive process improvements.

Skills

Generative AI

Big Data

Object Oriented Programming

LLMs

Transformer Architectures

Prompt Engineering

Fine-Tuning

Embeddings

Vector Databases

Multi-Modal Models

Databricks

Uncertainty Quantification

HuggingFace

MLflow

LangChain

PyTorch

TensorFlow

Azure ML

Spark

Education

Master’s degree in Statistics/Mathematics/Finance

Bachelor’s degree + 5 years experience

Tools

Python

R

SQL

PyTorch

TensorFlow

Azure ML

Spark

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. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols.

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. Please reference Job ID #26991798. 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; and wellness programs. Citi also offers 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.

Other Relevant Skills

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

Anticipated Posting Close Date

Nov 21, 2026

Automated Processing and AI

We use automated processing, including artificial intelligence, for our legitimate business interests (or our reasonable and appropriate business purposes) to identify and align the candidate's skills and abilities with a specific job opening. Additionally, if you so choose, or consent, we can match your skills and abilities to other suitable roles at Citi. 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. Illinois residents – AI Notice and Right

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