Internal Audit - Specialized Analytics Senior Analyst

Internal Audit - Specialized Analytics Senior Analyst

Discover your future at Citi. Working at Citi is far more than just a job. A career with us means joining a team of more than 230,000 dedicated people from around the globe. At Citi, you'll have the opportunity to grow your career, give back to your community, and make a real impact.

Job Overview

Excited to grow your career? At the forefront of transforming Internal Audit, the Digital Solutions and Innovation team is a powerhouse of AI-driven ingenuity. We design and deploy cutting-edge AI/ML solutions that empower audit professionals to work smarter, faster, and with deeper insight. Our mission is to reimagine how audits are conductedleveraging advanced technologies like Large Language Models (LLMs), AI agents, agentic AI, and cloud-native architectures to deliver scalable, intelligent tools that elevate assurance and risk management.

We operate with a startup mindset inside a global enterpriserapidly prototyping, iterating, and deploying solutions that make a real impact. Our culture is rooted in curiosity, experimentation, and a relentless drive to innovate. If you're passionate about pushing boundaries and building the future of audit, this is the team for you.

Role Overview

We're seeking a bold and visionary Data Scientist/AI-ML Engineer to join our innovation journey. This is not just a technical roleit's a chance to shape the future of Internal Audit through intelligent automation and AI-powered insights.

What You'll Do

• Spearhead the development and integration of AI/ML capabilities into Internal Audit applications.
• Build advanced models using LLMs, Retrieval-Augmented Generation (RAG), and agentic AI architectures.
• Design and refine prompts to optimize generative AI outputs for technical use cases, ensuring precision and contextual relevance.
• Lead model lifecycle activities including risk management, documentation, recalibration, and attestation.
• Architect and deploy AI agents that interact autonomously and intelligently within audit workflows.

What You Bring

• Deep hands-on experience with AI/ML, cloud computing, and agile development.
• Proven expertise in model risk management and end-to-end documentation practices.
• A creative, inquisitive mindset with a passion for solving complex problems through innovation.
• The ability to think systemically and act in transformational manner- bringing ideas to life that redefine how audits are performed.

Key Qualifications and Competencies

• 3-5 years of experience in Python coding, AI/ML model development, and deployment.
• Demonstrable expertise in generative AI models, including prompt engineering, performance optimization, and understanding of model limitations.
• Understanding of model risk management principles and experience in identifying, assessing, and mitigating risks associated with AI/ML models.
• Proficiency in creating comprehensive model documentation, including design, development, validation, and deployment aspects.
• Experience with advanced analytics, AI, ML, NLP, NLU, and LLM capabilities.
• Strong statistical foundation with expertise in supervised, unsupervised, semi-supervised, and reinforcement learning models, particularly for NLP/NLU applications.
• Extensive experience with API integration and testing.
• Innovative and adaptable, with a focus on continuous improvement.
• Self-driven, proactive, and capable of thriving in a fast-paced, results-oriented environment.
• Positive, solution-oriented mindset with strong accountability for project outcomes.
• Detail-oriented and diligent in ensuring the accuracy and completeness of work.
• Strong interpersonal skills and cultural sensitivity to collaborate with diverse stakeholders.
• Familiarity with the financial services industry and/or auditing processes is a plus.

Key Responsibilities

• Develop and maintain comprehensive model risk management documentation, encompassing activities such as annual reviews, recalibration, and attestation.
• Design, test, deploy, and maintain ML models using cloud-based solutions and various ML platforms.
• Develop complex LLM applications by designing, testing, and refining prompts to achieve clear, accurate, and contextually relevant outputs.
• Enhance existing AI/ML capabilities through exploration, testing, and implementation with tools like Azure and Google Vertex AI.
• Collaborate with stakeholders to develop and deploy AI/ML use cases.
• Use strong problem-solving skills to overcome challenges and meet project goals.
• Communicate project progress, timelines, and milestones effectively to diverse audiences.

Education

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