Thematic Risk Analytics Sr Analyst - Assistant Vice President

Job description

**An individual in Enterprise Risk Management plays a critical role in managing the bank's diverse risks to ensure financial stability and sustained growth. This involves the identification and management of enterprise-level and cross-cutting risks, designing and executing stress tests, managing climate risk, and protecting against reputational risk. This integral role within the bank ensures operations are within a defined risk appetite and contribute to the overall objectives of the bank.** **This role is a unique and exciting opportunity to contribute to building the future of thematic risk using cutting-edge data science and AI.** **Responsibilities** - **Develop and deploy advanced AI and machine learning models to identify, analyze, and monitor emerging thematic risks across global markets, contributing to their design.** - **Implement and contribute to the building of sophisticated Agentic AI systems for autonomous and proactive risk detection, analysis, and alerting.** - **Contribute to the construction and management of large-scale Knowledge Graphs to map and understand complex, interconnected risk ecosystems.** - **Leverage Retrieval-Augmented Generation (RAG) techniques to extract and synthesize actionable intelligence from vast unstructured and structured datasets.** - **Contribute to the development of proof-of-concepts and rapidly prototype new AI-driven risk management tools and platforms.** - **Execute analysis of large-scale data populations aggregated from target platforms, processes, and product lines, consisting of structured and unstructured data, with guidance on design as needed.** - **Effectively identify, quantify, and communicate emerging risk from aggregated data not identified by the enterprise in isolated processes to support proactive risk mitigation.** - **Collaborate with risk managers, quantitative analysts, and business stakeholders to integrate AI solutions into strategic decision-making processes.** **Recommended Qualifications** **Core AI Concepts:** - **Generative AI (GenAI): Understanding and practical application of generative models.** - **Agentic AI: Experience in building and deploying autonomous AI agents.** - **Retrieval-Augmented Generation (RAG): Expertise in leveraging RAG for enhanced information synthesis.** - **Knowledge Graphs: Proven ability to construct and utilize knowledge graphs for complex data representation.** **Technical Skills and Qualifications:** - **Programming & Frameworks:** - **Proficiency in: Python** - **Good to Have Libraries: LangChain, LangSmith, LangGraph, Streamlit, PyTorch, FastAPI.** - **Database Technologies:** - **Good to Have: Graph Databases (Neo4j), Vector Databases (PGVector, Milvus, Pinecone)** - **Relational Databases: PostgreSQL, SQL** - **Unstructured Data Expertise: Ability to extract, clean, transform, and analyze unstructured data from diverse sources such as customer complaints, issues, etc.** - **Natural Language Processing & Machine Learning Skills: Expertise in text preprocessing (tokenization, stemming, lemmatization), named entity recognition, sentiment analysis, and applying Machine Learning algorithms like classification, clustering, and topic modeling.** - **Insights & Reporting: Experience converting processed unstructured data into actionable insights using visualizations, dashboards, and automated reporting tools.** - **Exposure to Google Cloud Platform (GCP) or Amazon Web Services (AWS) is required.** **Experience and Competencies:** - **8+ years of experience in Data Science, with banking and finance experience preferred but not mandatory.** - **Experience in promoting strong governance and controls, and contributing to a culture of responsible finance, good governance, and ethics.** - **Proven ability to contribute to and execute projects that enhance processes, demonstrating problem-solving in complex situations.** - **Maintains knowledge of evolving requirements and their impacts, contributing to business results and technical strategy.** - **Strong communication skills to liaise with various stakeholders across the business.** **Education** - **Bachelor's/University degree, Master's degree preferred.** ------------------------------------------------------ ## **Job Family Group:** Risk Management ------------------------------------------------------ ## **Job Family:** Regulatory Risk ------------------------------------------------------ ## **Time Type:** Full time ------------------------------------------------------ ## **Most Relevant Skills** Analytical Thinking, Credible Challenge, Governance, Policy, Procedure, and Regulation, Risk Management Lifecycle, Stakeholder Management. ------------------------------------------------------ ## **Other Relevant Skills** For complementary skills, please see above and/or contact the recruiter. ------------------------------------------------------ *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](https://www.citigroup.com/citi/accessibility/application-accessibility.htm).* *View Citi’s [EEO Policy Statement](https://www.citigroup.com/global/eeo-aa-policy) and the [Know Your Rights](https://www.eeoc.gov/sites/default/files/2023-06/22-088_EEOC_KnowYourRights6.12ScreenRdr.pdf) poster.*