Quant jobs / Citi

Model Validation 2nd LOD Lead Analyst – AI/ML

A senior validator role at Citibank's second line of defence, focused on challenging generative AI and machine learning models. It sits in model validation and also builds NLP and GenAI tools to speed validation work.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Review and challenge GenAI and ML models across initial, ongoing and periodic reviews
Write technical documentation that meets regulatory expectations
Build NLP and GenAI tools to automate manual validation steps
Develop testing playbooks and guidance for AI model validation
Mentor junior validators and brief senior management

What they ask for

Required

Model risk management experience
Machine learning, NLP and unsupervised learning
Python, R, SQL, PyTorch or TensorFlow
Statistical modelling and hypothesis testing
Bias detection and interpretability
Technical documentation

Preferred

LLMs, transformers and RAG pipelines
Fine-tuning methods
Vector databases and agentic frameworks
Databricks, MLflow, HuggingFace, LangChain

Education: Master's in statistics, mathematics, finance or related; or bachelor's with 5 years' experience
Experience: 3 years as a model validator, model developer or data scientist in financial services (5 with a bachelor's)
Languages and tools: Python
R
SQL
PyTorch
TensorFlow
Spark

How to prepare

Learn LLM evaluation methods, including benchmarks and hallucination and bias testing
Build a small RAG pipeline and write a validation report on its failure modes
Study ML interpretability and fairness testing
Understand model risk management guidance as it applies to AI

What to study

The Model Validation Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Citi’s site before applying: requirements, location and pay can change after we check them.

View the posting on Citi’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Citi and doesn’t handle applications.