Assistant Vice President - Artificial Intelligence - Non-Model Review & Challenge - Model Risk Management

MRM Assistant Vice President - Artificial Intelligence Non-Model Review and Challenge

This position is part of the Artificial Intelligence (AI) Review and Challenge Group within Citis Model Risk Management organization. This position will perform independent review and effective challenge of all lifecycle activities of Artificial Intelligence (AI) / Machine Learning (ML) non-model objects used in Citi.

Responsibilities:

- Provide independent review and effective challenge on the soundness and fit-for-purpose of AI/ML non-model objects used in Citi

- Manage AI/ML 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 AI/ML objects and inform stakeholders of their risk profile and recommend compensating controls

- Communicate results to diverse audiences such as AI/ML object owners and developers and other senior members within the group

- Provide guidance to junior reviewers as and when necessary

Qualifications:

- Advanced degree (Masters and above) is required in the fields of mathematics, statistics, computer science, engineering, Data Science, AI/ML, etc.

- At least 5-7 years experience and analytical expertise with model / AI / ML applications in banking or related industries

- In-depth technical knowledge of common AI/ML techniques and strong understanding of risks associated with AI/ML and corresponding mitigants

- Experience / familiarity with AI / ML applications in areas such as cybersecurity, chatbot, natural language processing, image / voice recognition, robotic process automation

- Ability to collaborate with peers and stakeholders with various background, and to effectively explain technical terms to audience with different levels of technical knowledge

- Self-motivated and detail oriented

- Proficiency in programs such as R and Python and common AI/ML packages