Data Scientist and Model Developer

Working at Citi involves joining a global team of more than 225,000 people. Citi offers broad career opportunities across multiple business lines including banking, technology, and investment services, focusing on driving global progress and delivering innovative solutions.

• 5+ years of experience and strong Financial Crimes knowledge, including deep understanding of AML typologies and detection scenarios
• Experience in a quantitative role in risk management at a financial institution, in model development or validation
• Comprehensive knowledge of statistical and AI/ML model development and maintenance methodologies, including risk models and regulatory expectations
• Strong programming experience for data analysis using Python (Pandas, NumPy), SQL and Big Data solutions
• Experience with deep learning frameworks like TensorFlow, PyTorch, or Keras and ML libraries (Scikit-Learn, XGBoost, LightGBM)
• Clear and concise written and verbal communication skills
• Proven project management and organizational skills to handle multiple projects simultaneously
• University degree (Master or PhD) in statistics, computer science, quantitative economics, mathematics or related fields

Nice to have:

• Experience with XGBoost
• Experience with LightGBM
• Experience with Big Data

• Development, enhancement and statistical testing of AI/ML and GenAI models within Citi's AML transaction monitoring system
• Managing models across the model life-cycle, including development, ongoing performance evaluation and annual model reviews
• Translating business operational requests into programming and data criteria and conducting systems and operational research
• Developing analytic engines with detailed technical documentation for validation
• Identifying modeling opportunities yielding measurable business results and presenting recommendations to senior staff
• Contributing to strategic, cross-functional AML initiatives and independently leading large projects
• Assessing risk in business decisions, ensuring compliance with laws, rules and regulations and managing control issues
• Temporary role until the end of December 2027 (fixed term contract)