Data Scientist specializing in GenAI solutions, collaborating across teams in Citi’s Innovation Labs. Driving model validation and adopting AI capabilities within the bank.
Responsibilities
Assist development teams with implementing new GenAI solutions from identification through validation phases, including assessing the soundness of the solution from data-science perspective, metric evaluation, materiality classifications, model exposure, model limitations, and scope of usage.
Collaborate with developers and business stakeholders on streamlining the adoption of GenAI within Citi, reducing overall friction in development teams’ successful production deployment.
Own and maintain GenAI solution book of work for eligible GenAI use-cases.
During pre-identification phase of models, assist with preparations for internal discussions and initial submission for model validation, considering object/model characteristics and potential challenges in the process.
Own relationships with governance-related stakeholders.
Communicate and coordinate with the model risk validation team on refining the group’s policy or procedural changes and addressing recurring validation inhibitors or inefficiencies you would identify throughout the process.
Monitor and maintain GenAI solution inventory data and lifecycle.
Educate development teams on the model validation process.
Own tracking and modeling tools.
Requirements
6-10 years of experience
Master’s or advanced degree in quantitative fields such as Mathematics, Statistics, Financial Engineering, Quantitative Finance, Computer Science, Data Science, etc.
AI/ML development experience in a Data Scientist role or similar – A Must
NLP development experience in a Data Scientist role or similar – Strongly preferred
Knowledge of AI risk, safety, and ethics principles and hands-on experience with model validation in a financial institution – Preferred
Experience in GenAI Model validation or AI/ML Model validation –Preferred
Experience in a quantitative role in the Financial Markets/Banking/Insurance or experience in Risk capacity at a financial services / insurance institution –Preferred
Strong organizational and project management skills
Risk and Controls mindset
Benefits
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
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