Senior Data Scientist (Large Language Model/Credit Risk Modeling) – AVP/VP

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We’re currently looking for a high caliber professional to join our team as Assistant Vice President/Vice President,Senior Data Scientist (Large Language Model/Credit Risk Modeling) - Hybrid (Internal Job Title: Specialized Analytics Ld Anlst - C13) based in Singapore.  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.

The Specialized Analytics Lead Analyst is a strategic professional who stays abreast of developments within own field and contributes to directional strategy by considering their application in own job and the business. The successful candidate will work as an analytical individual contributor under Institutional Credit Management – Portfolio Management - Analytics and Infrastructure Data Scient team. The team is staffed with a group of data, analytics, Artificial Intelligence and technology professionals from multiple geo-locations: London, Singapore and Hong Kong. The team serves a in-business analytics and technology function to provide best-in-class analytics and AI solution and implementation for other ICM PM functions comprised of subject matter expert from Credit Risk and Business domain including Portfolio Health Monitoring, Covenant Monitoring, Exception Management, Limits Management, Early Warning Credit Management and Counterparty Credit Risk.

In this role, you’re expected to:

• Drive AI/Machine Learning development and implementation especially around Generative AI Large Language Model for Wholesale Lending and Counterparty Credit Risk analytics.
• Work independently or collaboratively (depending on the circumstance) to help business stakeholders to identify analytical/technical opportunities to improve the existing process or address existing pain points.
• Work with large and complex data sets (both internal and external data) to evaluate, recommend, and support the implementation of credit risk strategies using a variety of programing and AI tools (e.g. SQL, Python, C, Spark, Sikilearn, Tensorflow, PyTorch, HuggingFace, Large Language Model etc.).
• Design and implement Early Warning Indicators for Credit Risk, Counterparty Risk, Portfolio Health, Covenant Monitoring using either traditional statistical approach or advanced AI/ML modeling, graph analytics approach.
• Design and implement statistical and risk-driven solution for Limits Management and Exception Management.
• Be actively involved in and responsible for elements of the design / implementation / coding of feature driven analytic models, including data structure / design to support the delivery of such.
• Responsible for all the Risk and Controls requirement in analytics or technical process such as documentation, testing, and ongoing performance monitoring.

As a successful candidate, you’d ideally have the following skills and exposure:

• Minimum 6-10 years of working experience in AI/ML domain preferably in Finance/Risk analytics field
• Must have demonstrated ability in programing skills using Python/C/SQL/Spark for data processing and data analytics.
• Must have solid knowledge and implementation experience of basic AI/Machine Learning such as Logistics Regression, Support Vector Machine, Random Forrest, Isolation Forrest, XGBoost.
• Must have solid knowledge and implementation experience of Large Language Model pipeline: Pre-trained LLM (such as Llama, Mistral), GPT, RAG, Fine-tuning, Prompt Engineering. Vector DB, LangChain, LlamaIndex etc.
• Working knowledge of Graph Analytics and the relevant tools such as TigerGraph, Neo4j etc. will be a huge plus.
• Working experience in Wholesale Credit Risk (Lending or Counterparty) analytics is not a must but a plus.
• Excellent analytic ability and problem solving skills.
• Excellent communication and interpersonal skills, be organized, detail oriented, and adaptive to matrix work environment

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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.

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