Model Validation 2nd LOD Lead Analyst

Citibank (Switzerland) AG; Wilmington, Northern (DE, KY); Hybrid; USD 173,000 - 174,000; Full time

Job summary

Citibank, N.A. seeks a Model Validation 2nd LOD Lead Analyst in Wilmington, DE to provide independent review and challenge of Generative AI/ML objects across their lifecycle, including initial review and ongoing monitoring.

You will communicate findings to owners and senior management and collaborate with developers and risk teams. The role emphasizes building NLP/GenAI validation tooling, mentoring junior validators, and driving efficient validation practices.

Qualifications

• Master's degree in Statistics, Mathematics, Finance, or related field.
• 3 years of experience in model analysis/validation for financial services.
• Experience with AI/ML models including GenAI and NLP.
• Strong data analysis, statistical methods, and regulatory reporting.

Responsibilities

• Provide independent review and challenge on Generative AI/ML models across lifecycle.
• Lead collaboration with model development, risk governance, and business units.
• Develop NLP/GenAI applications to automate validation workflows.
• Prepare comprehensive technical documentation meeting regulatory standards.
• Mentor junior validators and improve validation processes.

Skills

Model Risk Management

Artificial Intelligence

Machine Learning

Natural Language Processing

Regulatory Communication

Cross-functional Collaboration

Stakeholder Engagement

Python

R

SQL

PyTorch

TensorFlow

Azure ML

Spark

Unsupervised Learning

Risk Governance

Hypothesis Testing

Back-Testing

Education

Master's degree in Statistics/Mathematics/Finance

Foreign equivalent accepted

Bachelor's degree in listed fields

Tools

Python

R

SQL

PyTorch

TensorFlow

Databricks

MLflow

LangChain

Vertex AI

HuggingFace

Spark

Azure ML

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. Applicants submit resumes at https://jobs.citi.com/. Please reference Job ID #26991798. EO Employer.Wage Range: $173,000 to $173,400Job Family Group: Risk ManagementJob Family: Model Validation-## **Job Family Group:**-## **Job Family:**-## **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.-*Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.**If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review.View Citi's and the poster.*