Citi

Citibank, N.A. seeks a Model Validation 2nd LOD Sr. Analyst for its Irving, TX location.

Duties: Develop, enhance, and validate the methods of measuring and analyzing risk, for all risk types including market, credit and operational. Develop, validate, and strategize uses of scoring models and scoring model related policies. Conduct statistical analysis for credit risk and fraud related projects and data modeling/validation. Apply quantitative and qualitative data analysis methods including SAS programming, Python language, and Structured Query Language (SQL) to extract, transform, and analyze data. Prepare statistical and non-statistical data exploration, validate data, and identify data quality issues. Conduct data analysis, data mining, read and create formal statistical documentation, and work with Technology to address issues. Analyze and interpret data reports and make recommendations addressing business needs. Use predictive modeling methods, optimizing monitoring systems, document optimization solutions, and present results to non-technical audiences. Generate statistical models to improve methods of obtaining and evaluating quantitative and qualitative data and identify relationships and trends in data and factors affecting research results. Validate assumptions and escalate identified risks and sensitive areas in methodology and process. Automate data extraction and data preprocessing tasks, perform ad hoc data analyses, design and maintain complex data manipulation processes, and provide documentation and presentations. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite in accordance with Citi policies and protocols.

Requirements: Bachelor’s degree, or foreign equivalent, in Engineering (any), Statistics, Mathematics, Economics, or a related field, and five (5) years of experience in the job offered or in a related quantitative occupation developing, enhancing, and validating the methods of measuring and analyzing risk. Five (5) years of experience must include: Validating traditional statistical (linear regression models, logistic regression, classification and regression decision tree models), machine learning, and artificial intelligence models for consumer valuation models; Assessing model risk across the model life-cycle by performing statistical, data, and quantitative analysis for model development using analytical and business tools including advance excel, VBA codes, SAS/4GL, SQL, R, and Python; Providing effective challenge to the model development process, including identifying model limitations, including data and soundness issues, performance weaknesses, usage restrictions; Performing validation tests and diagnostic analyses to evaluate the soundness an performance of the developed models; and Creating formal and detailed statistical documentation with supporting analyses, testing results, and rationales for key decisions and ensuring documentation meets regulatory guidelines and industry standards. In the alternative, employer will accept a Master’s degree and three (3) years of experience. 40 hrs./wk. Applicants submit resumes at https://jobs.citi.com/. Please reference Job ID# 25925068. EO Employer.

Wage Range:                $112,200.00 to $121,700.00

Job Family Group:        Risk Management

Job Family:                  Model Validation

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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.

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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 Accessibility at Citi.

View Citi’s EEO Policy Statement and the Know Your Rights poster.

Citibank, N.A. seeks a Model Validation 2nd LOD Sr. Analyst for its Tampa, FL location.

DUTIES: Review the underlying theory, assumptions, limitations, implementation, and testing of XVA models used by Citi. Validation covers technical and functional aspects including model assumptions, conceptual soundness, mathematical formulation, model calibration, and model performance as well as functional assessment of using the model for regulatory and business applications. Manage stakeholder interaction with model developers and business owners during model lifecycle including discussions concerning model limitation severity and compensating controls. Review models and identify shortcoming development documents, perform validation tests, discuss findings with senior stakeholders, write validation reports, and manage model risk on an ongoing basis. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite in accordance with Citi policies and protocols.

REQUIREMENTS: Bachelor’s degree, or foreign equivalent, in Mathematics, Statistics, Finance, Computer Science, or related quantitative field, and two (2) years of experience in the job offered or in a related quantitative occupation performing risk analysis and modeling. Two (2) years of experience must include: Performing quantitative review of mathematical and statistical model documentation and testing results utilizing knowledge of calculus, Monte-Carlo simulation, linear algebra, probability theory and stochastic calculus, focusing on modeling approach, justification, mathematical and market assumptions, and calibration procedures; Implementing risk and pricing models using programming languages including C/C++, Python, R, and MATLAB; Designing tests using regulatory requirements, performing independent investigation and testing of models, and identifying material limitations; Delivering model validation reports to stakeholders including the business, market risk management, model governance teams, and regulatory agencies; Managing model risk across the complete modeling lifecycle by executing ongoing performance monitoring, annual model review, and revalidation; Working with risk measures, financial markets, financial institutions, and a broad range of financial products including credit default swaps, options, and swaps. 40 hrs./wk. Applicants submit resumes at https://jobs.citi.com/.  Please reference Job ID # 26945205. EO Employer.

Wage Range:              $118,100.00 to $125,900.00

Job Family Group:      Risk Management

Job Family:                 Model Validation

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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.

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Anticipated Posting Close Date:

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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 Accessibility at Citi.

View Citi’s EEO Policy Statement and the Know Your Rights poster.

Business/ Dept.

Citi’s Risk Modeling Solutions department is responsible for the development, delivery, and monitoring of all credit risk models across Citi’s consumer lending portfolios globally.  These models span two core activities: granting and managing credit to individual customers and delivering loss forecasts for stress testing (ex. CCAR), loan loss reserving (ex. CECL), and business planning.

Role:

The Model Monitoring Analytics – C10 position sits within the Decision Model Monitoring & Business Analytics team and is responsible for:

Core Responsibilities:

This position within Global Consumer Banking will focus on model performance Monitoring, Analytics & Insights for Non-Regulatory Decision Models for Unsecured products (e.g., Credit Cards). The responsibility includes but not limited to the following activities:

• Perform Root Cause Analysis explaining model performance to second line of defense and Policy teams for Business risk decisioning.
• Analyze & bring out Insights for Credit Risk Non-Regulatory Scoring/ Non-Scoring Segmentation models adding business value. This would include performance assessment, drill down root cause analysis for performance deterioration, mitigation action providing rational for continued usage of the model as applicable.

• Present model performance to senior stakeholders, CROs, Risk Policy managers, Sponsors explaining the heath of the model, connecting model metrices to business scenarios explaining the breach in model performance.
• Partnering with Risk Policy leads to help understanding the levers / cut off adjustments required in scores baked in Risk strategies to bring in incremental benefit / loss mitigation to business.
• Explain model performance to second line (Model Risk Management) of defense providing rational for model performance deterioration, explaining the applicability of the usage of the model.
• Respond to queries from 3rd Line of Defense (Internal and External Auditors) on model performance.
• Work effectively across cross functional teams - Development, Implementation, Policy, Validation and Governance teams - coordinating the horizontal model usage and maintenance activities.
• Perform analysis for benchmark models and other adhoc analysis as required by business/validation teams.
• Develop knowledge and drive discussions on Model usage across channels, score range with Risk Strategy managers.
• Conduct QA/QC on all steps (e.g., input data, model output, etc.) required for model monitoring and production forecast reporting.
• Deliver comprehensive write-up of ongoing model performance assessment, Annual Model Review / Revalidation documents.
• Understand model variables and economic forecasts and conduct drill down analysis and reporting of model performances.
• Deliver end user computing process related mandates.
• Expected to manage own projects independently.
• Train and mentor junior team members on Model Monitoring, generating insights from different analysis required by business.

• Individual Contributor

Education:

Advanced Degree (Bachelors required or Masters preferred) in Statistics, Computer Science, Operations Research, Economics, etc. MBA s should apply only if they are interested in career in specialized quantitative risk management discipline.

Skillset

• Strong programming (SAS, R, Python, etc.) skills.
• Experience in reporting tools - Excel, Tableau,
• Understanding of traditional modeling processes (linear/ logistic regression, segmentation, decision tree) and machine learning algorithms (Random Forest, Gradient Boosting, XG Boost, SVM, etc.), time series, linear/nonlinear optimization.
• Understanding of relevant model metrics / KPIs & bring out insights on model performance tracking.
• Good communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences is a must.
• Extensive experience in model monitoring/validation, performance scorecards, etc. in Excel, Tableau, Cognos, etc.
• Experience in developing optimal/ automated solution of reporting processes using SAS, Excel VBA, Tableau will be a plus.

Qualification:

• 2+ years reporting & analytics experience.
• Extensive experience in reporting (risk/marketing) in portfolio reporting, model monitoring, generating business insights.
• Experience in adoption of AI in bringing efficiency into core functional process, automating reports would be a plus.

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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 Accessibility at Citi.

View Citi’s EEO Policy Statement and the Know Your Rights poster.

Engineer the future of global finance. At Citi, our Tech team doesn’t just support finance – we are helping to redefine it. Every day, $5 trillion crosses through our network. We do business in 180+ countries operating at a scale few can match. From deploying advanced AI to helping shape global markets, we build systems that matter. Look to join a team where your work helps influence economies, your ideas can drive innovation and outcomes, and your growth is backed by mentorship, continuous learning and flexibility with potential hybrid work opportunities. Help solve real-world challenges that touch millions and get the opportunity to build the future of finance with Citi Tech.

The Senior AI Security Engineer is a technical leader and engineering manager within CISO's AI security incubation function, enabling teams to move from ideation to working proof-of-concept and through to production-ready use cases. This role combines hands-on technical contribution with people management — owning the Incubator Environment that accelerates how cybersecurity teams discover, prototype, and validate AI-powered solutions, while leading and developing the engineering team that makes it happen.

This is a hands-on leadership role. The Senior AI Security Engineer architects agentic solutions, writes and reviews code, manages and develops engineers, and enables CISO teams to rapidly prove out new AI use cases. The team is building increasingly autonomous AI agents that perform complex cybersecurity tasks — from automated threat analysis and security control validation to intelligent triage and response orchestration. The successful candidate will drive this shift from prompt-based workflows to fully agentic AI systems, and will leverage AI development tools (Devin, GitHub Copilot, Claude Code) to achieve significant engineering productivity gains.

Key Responsibilities:

Agentic AI Engineering & Use Case Incubation (40%)

• Own and evolve the Incubator Environment — the platform and tooling that enables CISO teams to move from idea to working PoC to validated use case
• Partner with cybersecurity domain teams to understand their challenges, identify high-value AI use cases, and rapidly prototype agentic solutions
• Design, build, and deploy agentic AI systems that autonomously perform cybersecurity tasks — including threat analysis, security control validation, intelligent triage, and response orchestration
• Architect multi-agent orchestration systems, defining how AI agents collaborate, delegate, and escalate across security workflows
• Implement robust agent infrastructure: tool use frameworks, memory and context management, planning/execution loops, guardrails, and human-in-the-loop controls
• Build and maintain RAG pipelines, knowledge retrieval systems, and dynamic context assembly that underpin agent decision-making
• Shepherd validated use cases through to production readiness and handoff to the dedicated product support team
• Drive adoption and effective use of AI development tooling (Devin, GitHub Copilot, Claude Code) to maximize team velocity
• Make key technical decisions on architecture, technology selection, and build-vs-integrate trade-offs

Incubator Platform & Technical Architecture (25%)

• Design and maintain the Incubator Environment architecture — a scalable, secure platform that enables rapid prototyping and validation of agentic AI use cases
• Build reusable components, templates, and patterns that lower the barrier for new use case development across CISO domains
• Define integration patterns between AI agents and existing CISO systems (SOC platforms, vulnerability management, threat intelligence tools, SOAR)
• Establish observability, monitoring, and evaluation frameworks for agentic systems — including agent trace logging, decision auditing, and performance benchmarking
• Design safety and containment architectures for autonomous agents: sandboxing, permission boundaries, output validation, and escalation triggers
• Set engineering standards, define development practices, and establish quality gates that ensure PoCs are built to a standard that supports production handoff

People Leadership & Team Development (20%)

• Lead, develop, and manage a team of engineers, including performance management, objective setting, and career development
• Lead hiring and technical evaluation for new team members
• Build a high-performing engineering culture that balances speed with quality
• Mentor and coach engineers on agentic AI technologies, secure development practices, and engineering excellence
• Provide technical guidance through code reviews, architecture decisions, and pair programming on complex features
• Shape the "human + AI" operating model — designing how engineers work alongside AI development tools for maximum output

Stakeholder Engagement & Communication (15%)

• Act as a senior engineering voice to the Head of GenAI Security and wider stakeholders
• Present use case demos, technical strategy, and incubation outcomes at executive level
• Partner with AI Architecture & Advisory team, Cybersecurity Technology, and the dedicated product support team on cross-functional initiatives
• Translate complex AI/security engineering concepts into business language for senior leadership
• Collaborate with CISO domain teams to identify use case opportunities and communicate what's possible with agentic AI

Required Qualifications:

Technical Expertise

• 8-10+ years of experience in software engineering, with demonstrable experience as a technical lead or engineering manager
• Python mastery: Deep, hands-on experience building and maintaining production-grade Python applications and services
• LLM engineering: Practical experience with LLM APIs (OpenAI, Anthropic, Google), prompt engineering, model evaluation, and input/output guardrails
• Production systems: Track record of deploying and operating AI/ML systems in production at enterprise scale
• Software engineering fundamentals: Clean code, design patterns, testable architecture, CI/CD, infrastructure-as-code

Strongly Preferred Technical Skills

• Agentic AI systems: Experience designing and building autonomous AI agents — including multi-agent orchestration, tool use frameworks, planning/execution loops, memory management, and human-in-the-loop patterns
• RAG and knowledge systems: Design and implementation of retrieval-augmented generation pipelines, vector databases, embedding models, and dynamic context assembly for agent decision-making
• AI safety and containment: Understanding of how to build guardrails, permission boundaries, and safety controls for autonomous AI systems operating in sensitive environments

Leadership & People Management

• 3+ years leading or managing engineering teams, including performance management, hiring, and career development
• Track record of delivering complex software products in environments where priorities shift rapidly
• Experience setting engineering standards and driving quality across a team's output
• Demonstrated ability to mentor and develop engineers through code review, architectural guidance, and knowledge sharing
• Proven capability to attract, develop, and retain engineering talent

Domain Knowledge

• Cybersecurity understanding: Familiarity with SOC operations, threat detection, vulnerability management, or incident response — sufficient to build effective security tools
• Regulated environment experience: Understanding of working within governance, compliance, and risk management frameworks (financial services preferred but not essential)
• Enterprise software delivery: Experience building products that serve hundreds or thousands of users within large organizations

Preferred Qualifications:

Advanced Technical Skills

• AI red teaming: Experience with adversarial attacks on LLMs and agentic systems, prompt injection defense, agent manipulation, output filtering
• MCP (Model Context Protocol): Experience building or integrating MCP servers, tool registries, and resource providers for agentic systems
• Agent frameworks: Hands-on experience with frameworks such as LangGraph, CrewAI, AutoGen, Claude Agent SDK, or custom agent architectures
• Cloud-native architecture: Kubernetes/OpenShift, containerized deployments, cloud platforms (AWS, Azure, GCP)
• Observability for agentic systems: Agent trace logging, decision audit trails, performance benchmarking, LLM evaluation frameworks

Industry & Background

• Financial services experience: Previous role at a major bank, fintech, or financial technology vendor
• AI development tools: Experience using AI-assisted development tools (Devin, Copilot, Claude Code, Cursor) to accelerate engineering output
• Open-source contributions: Active participation in relevant AI/ML or security communities
• Certifications: CISSP, AWS/Azure Solutions Architect, or relevant AI/ML certifications from major cloud providers

Ideal Candidate Profile:

We are looking for a hands-on engineering leader — someone who can architect an agentic security workflow in the morning, coach an engineer through a tricky integration over lunch, and present a technical roadmap to senior leadership in the afternoon. The ideal candidate:

• Ships fast: Measures success by use cases validated and moved to production, not by documents written or meetings attended
• Thinks in agents: Naturally designs solutions as autonomous systems with tools, memory, and decision-making capabilities — not just prompt-in, text-out workflows
• Builds teams: Develops engineers, creates a high-performing culture, and attracts talent that wants to work on hard problems
• Thinks in systems: Sees the full picture — from agent orchestration to user experience to production monitoring — and designs accordingly
• Embraces AI-augmented development: Actively uses AI tools to multiply personal and team output, and is excited about pushing the boundaries of human + AI engineering
• Operates with autonomy: Does not wait to be told what to do — identifies the path forward and drives to completion
• Communicates clearly: Translates complex technical concepts for non-technical stakeholders without jargon

Why This Role Matters:

The Senior AI Security Engineer is a keystone hire for scaling CISO's AI security engineering capability. This role:

• Accelerates innovation: Enables CISO teams to rapidly move from "what if we could..." to working prototypes that prove value
• Elevates the team: Raises the technical bar across the engineering function
• Bridges the gap: Connects domain expertise in cybersecurity teams with agentic AI engineering capability, turning ideas into reality
• Pioneers agentic security: Drives the transition from prompt-based workflows to autonomous AI agents that transform how cybersecurity operates at enterprise scale

This is a rare opportunity to join an established AI security team at a pivotal moment, enabling cybersecurity professionals to harness agentic AI — threat analysis, control validation, intelligent triage, and response orchestration — at one of the world's largest financial institutions.

Working Environment:

• Growing team: Opportunity to shape engineering culture, practices, and standards as the team scales
• High autonomy: Significant freedom to make technical decisions and influence team direction
• AI-native development: Daily use of AI development tools as core engineering practice
• Fast-paced: Dynamic environment with evolving requirements and rapidly advancing AI technology
• Direct impact: Clear line of sight from engineering work to use cases adopted by security professionals across the organization

What we can offer you:

By joining Citi Hungary, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive compensation package and enjoy a whole host of additional benefits that support you (and your family) to be well, live well and save well:

• Cafeteria Program
• Home Office Allowance (for colleagues working in hybrid work models)
• Paid Parental Leave Program (maternity and paternity leave)
• Private Medical Care Program and onsite medical rooms at our offices
• Pension Plan Contribution to voluntary pension fund
• Group Life Insurance
• Employee Assistance Program
• Access to a wide variety of learning and development programs, online course libraries and upskilling platforms, such as Udemy and Degreed
• Flexible work arrangements to support you in managing work - life balance
• Career progression opportunities across geographies and business lines
• Socially active employee communities with diverse networking opportunities

Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day.  We want the best talent around the world to be energized to join us, motivated to stay, and empowered to thrive. 

Sounds like Citi has everything you need?

Then apply to discover the true extent of your capabilities. 

#LI-AE1

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Primary Location Full Time Salary Range:

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Most Relevant Skills

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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.

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This job opening is for an existing job vacancy.

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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 Accessibility at Citi.

View Citi’s EEO Policy Statement and the Know Your Rights poster.

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Job Family Group:

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Job Family:

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Time Type:

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Primary Location:

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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.

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Most Relevant Skills

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Other Relevant Skills

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Anticipated Posting Close Date:

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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 Accessibility at Citi.

View Citi’s EEO Policy Statement and the Know Your Rights poster.

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Job Family Group:

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Job Family:

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Time Type:

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Most Relevant Skills

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Other Relevant Skills

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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 Accessibility at Citi.

View Citi’s EEO Policy Statement and the Know Your Rights poster.

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Job Family Group:

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Job Family:

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Time Type:

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Primary Location Full Time Salary Range:

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Most Relevant Skills

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Other Relevant Skills

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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.

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This job opening is for an existing job vacancy.

------------------------------------------------------

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 Accessibility at Citi.

View Citi’s EEO Policy Statement and the Know Your Rights poster.

Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in risk analysis, data science, problem solving and communication to Citi’s Legal Entity Stress Testing and Risk Analytics Team. By Joining Citi, you will become part of a global organization whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

Team / Role Overview:

Citi’s Legal Entity Stress Testing and Risk Analytics Team supports Citi’s missions through ensuring the foundation of our business – our global presence through branches and subsidiaries – have themselves strong capital, liquidity and risk disciplines. The team provide cross-risk-stripe support for Internal Capital Adequacy Assessment Process (ICAAP) and Regulatory stress tests, working to ensure global capabilities are fit-for-purpose and appropriately aligned to the local country requirements.

The successful individual will have experience in either risk management for one or more risk stripes, models or risk analysis, and will be keen to take that to a broader level spanning the global reach of Citi and supporting coherent risk assessment in our stress tests.

What you’ll do:

• Develop methodological approaches and solutions for model deployment, enhance reporting and provide intelligent insight into what model outputs mean.
• Ensure all models deployed are validated and overlays processed in compliance with Citi’s model risk policies.
• Manage model risk across the model life-cycle including model validation, point-of-use analysis, ongoing performance evaluation and annual model reviews.
• Innovate and develop new analytics, automation, intelligent insight and reporting used to manage capital risk for Citi's branches and subsidiaries – all with a view to our global Risk & Controls under the banner of our Enterprise Risk Management Framework.
• Work to triage and translate local requirements into model development, tracking change through the end-to-end lifecycle and deployment of new capabilities.
• Communicate results and insight to diverse audiences across geographies, business lines and country management.
• Innovate; use data science and real-world risk experience to deliver intelligent insight in a controlled environment.
• Present model insight findings and methodologies to senior management, supporting interactions with supervisory authorities as required.
• Participate in our forward-looking team culture; work across boundaries and build strong global networks. 

We are always guided and instructed by the need to appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behaviour, conduct and business practices, and escalating, managing and reporting control issues with transparency.

What we’ll need from you:

• Previous risk management experience and/or strong, demonstrable quantitative modelling skills. Experience related to IFRS9 modelling or macroeconomic scenario design an advantage.
• Strong desire to develop critical thinking across risk disciplines.
• Demonstrated clear and concise written and verbal communication skills.
• Self-motivated and detail oriented; appetite to succeed in a learning environment.
• Demonstrated project management and organizational skills.
• Data Science skills to expand upon team capabilities – highly desirable.
• Bachelor’s/University degree in a quantitative discipline. Masters or equivalent experience an advantage.

By joining Citi Solutions Center Poland, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed) and enjoy a whole host of additional benefits such as:

• Private Medical Care Program
• Life Insurance Program
• Pension Plan contribution (PPE Program)
• Employee Assistance Program
• Paid Parental Leave Program (maternity and paternity leave)
• Sport Card
• Holidays Allowance
• Sport and team recreation activities
• Special offers and discounts for employees
• Access to an array of learning and development resources
• A discretional annual performance related bonus
• A chance to make a difference with various affinity networks and charity initiatives.

Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day. We want the best talent around the world to be energized to join us, motivated to stay, and empowered to thrive.

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Job Family Group:

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Job Family:

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Time Type:

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Primary Location Full Time Salary Range:

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Most Relevant Skills

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Other Relevant Skills

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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.

------------------------------------------------------

This job opening is for an existing job vacancy.

------------------------------------------------------

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 Accessibility at Citi.

View Citi’s EEO Policy Statement and the Know Your Rights poster.

Citi’s Risk Modeling Solutions department is responsible for the development, delivery, and monitoring of all credit risk models across Citi’s consumer lending portfolios globally.  These models span two core activities: granting and managing credit to individual customers and delivering loss forecasts for stress testing (ex. CCAR), loan loss reserving (ex. CECL), and business planning.

Role:

The Model Monitoring Analytics – C11 position sits within the Decision Model Monitoring & Business Analytics team and is responsible for:

Core Responsibilities:

This position within Global Consumer Banking will focus on model performance Monitoring, Analytics & Insights for Non-Regulatory Decision Models for Unsecured products (e.g., Credit Cards). The responsibility includes but not limited to the following activities:

• Perform Root Cause Analysis explaining model performance to second line of defense and Policy teams for Business risk decisioning.
• Analyze & bring out Insights for Credit Risk Non-Regulatory Scoring/ Non-Scoring Segmentation models adding business value. This would include performance assessment, drill down root cause analysis for performance deterioration, mitigation action providing rational for continued usage of the model as applicable.

• Present model performance to senior stakeholders, CROs, Risk Policy managers, Sponsors explaining the heath of the model, connecting model metrices to business scenarios explaining the breach in model performance.
• Partnering with Risk Policy leads to help understanding the levers / cut off adjustments required in scores baked in Risk strategies to bring in incremental benefit / loss mitigation to business.
• Explain model performance to second line (Model Risk Management) of defense providing rational for model performance deterioration, explaining the applicability of the usage of the model.
• Respond to queries from 3rd Line of Defense (Internal and External Auditors) on model performance.
• Work effectively across cross functional teams - Development, Implementation, Policy, Validation and Governance teams - coordinating the horizontal model usage and maintenance activities.
• Perform analysis for benchmark models and other ad hoc analysis as required by business/validation teams.
• Develop knowledge and drive discussions on Model usage across channels, score range with Risk Strategy managers.
• Conduct QA/QC on all steps (e.g., input data, model output, etc.) required for model monitoring and production forecast reporting.
• Deliver comprehensive write-up of ongoing model performance assessment, Annual Model Review / Revalidation documents.
• Understand model variables and economic forecasts and conduct drill down analysis and reporting of model performances.
• Deliver end user computing process related mandates.
• Expected to manage own projects independently.
• Train and mentor junior team members on Model Monitoring, generating insights from different analysis required by business.
• Individual Contributor

Education:

Advanced Degree (Bachelors required or Masters preferred) in Statistics, Computer Science, Operations Research, Economics, etc. MBA s should apply only if they are interested in career in specialized quantitative risk management discipline.

Skillset

• Strong programming (SAS, SQL, Python, Tableau, etc.) skills.
• Experience in reporting tools - Excel, Tableau,
• Understanding of traditional modeling processes (linear/ logistic regression, segmentation, decision tree) and machine learning algorithms (Random Forest, Gradient Boosting, XG Boost, SVM, etc.), time series, linear/nonlinear optimization.
• Understanding of relevant model metrics / KPIs & bring out insights on model performance tracking.
• Good communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences is a must.
• Extensive experience in model monitoring/validation, performance scorecards, etc. in Excel, Tableau, Cognos, etc.
• Experience in developing optimal/ automated solution of reporting processes using SAS, Excel VBA, Tableau will be a plus.

Qualification:

• 5+ Years reporting & analytics experience.
• Extensive experience in reporting (risk/marketing) in portfolio reporting, model monitoring, generating business insights.
• Experience in adoption of AI in bringing efficiency into core functional process, automating reports would be a plus.

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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 Accessibility at Citi.

View Citi’s EEO Policy Statement and the Know Your Rights poster.

Citi is hiring for a GenAI Model Risk Data Scientist, within Citi's Innovations Labs.

This position is for a professional who would like to make a wide-scale impact at Citi by using their Data Science expertise and business acumen to help operationalize cutting-edge AI capabilities for the bank. The position is focused on working with Data Scientists, Engineers, and Product Managers to ensure that GenAI capabilities are developed to meet technical criteria to reduce risk for Citi and hence can be deployed for production usage. This will entail collaborating with developers and business stakeholders during the entire lifecycle of solution development, including validation and periodical reviews. Overall, the professional in this role will be a key contributor to the design of GenAI-related processes across the entirety of Citi.

The role is a part of the Citi Innovation Labs in the CTO organization. The organization is focused on delivering cutting edge solutions across Citi’s businesses globally.

The types of models and use cases will vary, and the person in this role will be required to work across teams that implement a variety of GenAI solutions that serve different groups and products within the bank. The role will also focus on owning the GenAI book of work and will serve as development teams’ center of knowledge on topics related to model validation.

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.

Preferred Background:

• 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 principals 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

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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.

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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 Accessibility at Citi.

View Citi’s EEO Policy Statement and the Know Your Rights poster.