What are the responsibilities and job description for the Citi GenAI Innovation Lead position at Citigroup?
Responsibilities
- Assist development teams with processing new AI solutions from identification through validation, including materiality classifications, model exposure, and scope of usage.
- Propose usage of relevant platforms, models, and GenAI-related services to enhance solution efficiency.
- Collaborate with peers on streamlining GenAI adoption, reducing overall friction in development teams' successful production deployment.
- Own and maintain the GenAI solution book of work for eligible GenAI use-cases.
- During pre-identification phase of GenAI solutions, assist with preparations for internal discussions and initial submission to Model Risk Management (MRM), considering solution characteristics and potential challenges.
- Assist with resolving solution's pre-validation comments from MRM.
- Own relationships with MRM - Communicate and coordinate with model risk validation group on validation group's policy or procedural changes, recurring validation hold-ups, or inefficiencies identified throughout the process.
- Monitor and maintain GenAI solution inventory data and lifecycle.
- Educate development teams on validation processes.
- Own tracking and modeling tools.
Preferred Background
A Master's or advanced Degree in quantitative fields such as Statistics, Computer Science, Mathematics, Financial Engineering, Quantitative Finance, Physics, etc.
Experience with NLP or GenAI model development and validation.
Knowledge of Model Risk principals and hands-on experience with model validation in a financial institution – Advantage.
Experience in a quantitative role in the Financial Markets/Banking/Insurance or experience in Risk capacity at a financial services / insurance institution – Advantage.
Strong organizational and project management skills.
Risk and Controls mindset.
CFA Charterholder – Advantage.
