Описание
Обязанности: Develops, enhances, and monitors AI/ML and GenAI models within the AML transaction monitoring system., Manages model across the model life-cycle including model development, ongoing performance evaluation and annual model reviews., Translates business operational requests into programming and data criteria, conducts systems and operational research, and assists in developing analytic engines with detailed technical documentation for validation., Identifies modeling opportunities yielding measurable business results, presents recommendations to senior staff., Contributes to strategic, cross-functional AML initiatives and independently leads large project., Appropriately assess risk in business decisions, prioritizing firm reputation and safeguarding Citigroup, clients, and assets. This involves ensuring compliance with laws, rules, and regulations, adhering to Policy, exercising sound ethical judgment, and transparently escalating, managing, and reporting control issues., Qualifications:, 5+ years of experience and strong Financial Crimes knowledge - AML model development requires a deep understanding of AML typologies and sophisticated detection scenarios, Consistently demonstrates clear and concise written and verbal communication skills, Proven project management and organizational skills and capability to handle multiple projects at one time, Experience in a quantitative role in risk management at a financial institution with experience in either model development or validation., Comprehensive knowledge of statistical and AI/ML model development and maintenance methodologies, including risk models, coupled with an understanding of relevant regulatory expectations and Citi's Risk Appetite for model application., Strong programming experience for data analysis and processing using Python (including Pandas, NumPy), SQL, and Big Data solutions., Experience with deep learning frameworks like TensorFlow, PyTorch, or Keras and commonly used ML libraries (scikit-learn, XGBoost, LightGBM), University degree (Master or PhD) in statistics, computer science, quantitative economics, mathematics, or related fields., What we offer:, Fixed term con
Опыт: 5+ years of experience and strong Financial Crimes knowledge - AML model development requires a deep understanding of AML typologies and sophisticated detection scenarios, Consistently demonstrates clear and concise written and verbal communication skills, Proven project management and organizational skills and capability to handle multiple projects at one time, Experience in a quantitative role in risk management at a financial institution with experience in either model development or validation., Comprehensive knowledge of statistical and AI/ML model development and maintenance methodologies, including risk models, coupled with an understanding of relevant regulatory expectations and Citi's Risk Appetite for model application., Strong programming experience for data analysis and processing using Python (including Pandas, NumPy), SQL, and Big Data solutions., Experience with deep learning frameworks like TensorFlow, PyTorch, or Keras and commonly used ML libraries (scikit-learn, XGBoost, LightGBM), University degree (Master or PhD) in statistics, computer science, quantitative economics, mathematics, or related fields.
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