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

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

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

Responsibilities:

- Manage a team (including hiring, training and performance evaluation) to perform independent review and effective challenge across the lifecycle of Artificial Intelligence (AI) / Machine Learning (ML) non-model objects.

- 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 senior management

- Manage stakeholder interactions with AI/ML object developers and owners across the review lifecycle

- Provide guidance to junior reviewers as and when necessary

- Contribute to strategic, cross-functional initiatives within the model risk management organization

Qualifications:

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

- At least 7-9 years experience in analytical positions 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