Artificial Intelligence Model Risk Management Reviewer Validator

• Perform model validations, annual model reviews, ongoing monitoring reviews (on Low and Medium Model Risk Rating (MRR) models) and model limitation remediation reviews for one or more model / product type (e.g., precious metals models) under the supervision of a Validation Lead (VL)
• Provide effective challenge to the model development process on Low / Medium MRR models in the specific model / product type, in accordance with the Citi Model Risk Management Policy
• Evaluating testing approach and results for individual models in accordance with MRM guidance
• Assessing the ongoing performance monitoring of the models
• Contributing to regulatory and internal audit related responses
• Collaborating with other teams within Risk and the Business regarding qualitative models to facilitate compliance with our policies, procedures, and guidance
• Assisting with preparing the reports and other meeting materials to MRM senior management
• Supporting the process of designing, developing, delivering, and maintaining best-in-class qualitative model validation process standards, guidance, practices, templates, and other documentation

• 5-8 years of experience
• Experience in Quantitative Finance, Risk management, Analytics, Model Development or Model Validation is preferred
• Excellent partnership and teamwork skills
• Ability to formulate findings clearly and concisely in a written form and good verbal communication skills
• Good analytic, creative thinking, and problem-solving abilities
• Adept and meticulous at analysis and documentation of results
• Ability to multi-task, work well under pressure, and deliver results under tight deadlines
• Programming skills in languages like Python, MATLAB, C/C++/C#, VBA or other coding language as need
• Knowledge of financial markets and products
• Practical experience of using Generative AI models (e.g., ChatGPT, Gemini, Claude etc.)
• In-depth technical knowledge of common AI and Machine Learning (ML) techniques and strong understanding of risks associated with AI/ML and corresponding mitigants
• Qualitative or quantitative model risk management experience is a plus
• Extensive experience in data analysis and interpretation and technical writing
• Strong technical skills such as solid knowledge of time series analysis, statistics and econometrics
• Strong analytical skills
• Excellent communication and diplomacy skills
• Ability to evaluate complex and variable issues
• Ability to influence decisions and provide expert advice
• Strong problem-solving skills
• Ability to work effectively in a team and independently
• Project management skills, with the ability to manage multiple tasks and deadlines
• Proficiency in data analysis and interpretation
• Ability to identify inconsistencies in data or results and define business issues
• Ability to formulate recommendations on policies, procedures, or practices
• Attention to detail and the ability to make informed judgments based on information
• Bachelor's degree plus 5-8 years of experience
• or Master’s degree plus 3-6 years of experience
• or Ph.D. degree plus 0-3 years of experience
• Advanced degree preferred

Qualitative or quantitative model risk management experience is a plus

• 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
• discretionary and formulaic incentive and retention awards