Whether you’re at the start of your career or looking to discover your next adventure, your story begins here.  At Citi, you’ll have the opportunity to expand your skills and make a difference at one of the world’s most global banks.  We’re fully committed to supporting your growth and development from the start with extensive on-the-job training and exposure to senior leaders, as well as more traditional learning.  You’ll also have the chance to give back and make a positive impact where we live and work through volunteerism.

Shape your Career with Citi

Citi Internal Audit (IA) provides independent assessments of Citi’s control environment, risk management and governance for key stakeholders including Citi’s board of directors, senior management and regulators.  We are a global function with over 2,500 professionals providing assurance across all of Citi's businesses.

We’re currently looking for a high caliber professional to join our team as AVP – Data Scientist  (Artificial Intelligence and Machine Learning based Mumbai. Being part of our team means that we’ll provide you with the resources to meet your unique needs, empower you to make healthy decision and manage your financial well-being to help plan for your future.  For instance:

• Citi provides programs and services for your physical and mental well-being including access to telehealth options, health advocates, confidential counseling and more. Coverage varies by country.
• We believe all parents deserve time to adjust to parenthood and bond with the newest members of their families. That’s why in early 2020 we began rolling out our expanded Paid Parental Leave Policy to include Citi employees around the world.
• We empower our employees to manage their financial well-being and help them plan for the future.
• Citi provides access to an array of learning and development resources to help broaden and deepen your skills and knowledge as your career progresses.
• We have a variety of programs that help employees balance their work and life, including generous paid time off packages.
• We offer our employees resources and tools to volunteer in the communities in which they live and work. In 2019, Citi employee volunteers contributed more than 1 million volunteer hours around the world.

In this role, you’re expected to:

Plays a pivotal role in exploring, developing, and integrating Machine Learning (ML) and Artificial Intelligence (AI) capabilities into Internal Audit’s applications. This role demands a strong technical foundation, hands-on expertise with AI/ML concepts, agile methodologies, cloud computing, and AI agents. A critical component of this role is leveraging AI and Large Language Model (LLM) techniques, such as Retrieval-Augmented Generation (RAG), to build advanced models and applications.

The successful candidate will have experience designing and refining prompts to optimize generative AI model outputs for technical applications while ensuring high-quality, contextually relevant content. Alongside technical expertise, a creative, forward-thinking, and inquisitive mindset is key to thriving in this position.

Key Responsibilities:

• Design, test, deploy, and maintain machine learning models using IBM Watson SaaS and other cloud technologies
• Enhance existing AI/ML capabilities through exploration, testing, and implementation with tools like Azure and Google Vertex AI
• Develop complex LLM applications by designing, testing, and refining prompts to achieve clear, accurate, and contextually relevant outputs
• Collaborate with stakeholders to develop and deploy AI/ML use cases
• Communicate project progress, timelines, and milestones effectively to diverse audiences

• Use strong problem-solving skills to overcome challenges and meet project goals.

Ideally, you should have the following qualifications:

• At least 8 years of total experience; 5 years of which would be in  Python coding , AI/ML model development, and deployment

• Proficiency in developing ML use cases using IBM SaaS/Watson or comparable cloud solutions
• Demonstrable expertise in generative AI models, including prompt engineering, performance optimization, and understanding of model limitations
• Experience with advanced analytics, AI, ML, NLP, NLU, and LLM capabilities
• Extensive experience with API integration and testing
• Strong statistical foundation with expertise in supervised, unsupervised, semi-supervised, and reinforcement learning models, particularly for NLP/NLU applications
• Strong interpersonal skills with cultural sensitivity to collaborate with diverse stakeholders
• Detail-oriented and diligent in ensuring accuracy and completeness of work
• Self-driven, proactive, and capable of thriving in a fast-paced, results-oriented environment
• Innovative and adaptable, with a focus on continuous improvement
• Familiarity with the financial services industry and/or auditing processes is a plus
• Positive, solution-oriented mindset with strong accountability for project outcomes

Education:

• Bachelor’s degree in Data Science, Computer Science, MIS, or related discipline; Master’s degree is prefe
• CISA, PMP, Agile/Scrum, Cloud Computing, or related certifications are a plus

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Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

Citigroup Inc. and its subsidiaries ("Citi”) invite all qualified interested applicants to apply for career opportunities. 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.

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