Role Summary
We are establishing a specialized AI/ML team in Mumbai to modernize our Regulatory Reporting function. We are looking for a hands-on technical leader to build and deploy two classes of solutions: (1) Anomaly Detection Models to catch data quality issues before they reach the regulators, and (2) GenAI Workflows (LLMs/Agents) to automate manual reconciliation and document reviews.
Crucially, you will solve the "Validation Bottleneck." You will design "Human-in-the-Loop" (HITL) workflows that make it easy for business users to validate model outputs against legal loan documents, bridging the gap between "Black Box" AI and auditable regulatory standards.
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Key Responsibilities
1. ML for Anomaly Detection (The "Watchdog")
• Build unsupervised and semi-supervised ML models (e.g., Isolation Forests, Autoencoders) to scan millions of transactional records for outliers.
• The Challenge: Go beyond simple "threshold checks." Detect complex patterns (e.g., "This trade structure looks valid in isolation but is anomalous for this specific counterparty type").
• Reduce false positives to ensure the Reporting Team trusts the model alerts.
2. GenAI & Workflow Automation (The "Builder")
• Design RAG (Retrieval-Augmented Generation) pipelines to "chat" with unstructured data (Credit Agreements, Loan Docs) and extract key regulatory attributes (Maturity Dates, Collateral Clauses).
• Build "Agentic" workflows where GenAI proactively suggests mapping logic or identifies the root cause of a break, requiring only a "thumbs up/down" from the human SME.
3. Solving Model Validation & Governance (The "Diplomat")
• This is a critical success factor. You must build "Explainability" (XAI) into every model. You cannot just output a score; you must output why (e.g., "Flagged because this value is 3x higher than the historical average for this product").
• Create Validation Interfaces: Build simple UIs (using Streamlit or React) where business users can see the Model's Prediction side-by-side with the Source Document to rapidly approve/reject the finding.
• Work with Model Risk Management (MRM) to establish a "fast-track" validation framework for non-deterministic GenAI models.
4. Act as the "AI Evangelist" to the Operations/Finance teams, demonstrating how AI assists them rather than replacing them.
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Candidate Profile (The "Mumbai Persona")
1. Technical "Must-Haves"
• Core ML: 6+ years in Data Science/Engineering. Deep experience with Scikit-learn, TensorFlow, or PyTorch.
• GenAI Stack: Hands-on experience with LLM orchestration frameworks (LangChain, LlamaIndex) and Vector Databases (Pinecone, Milvus, or pgvector).
• The "Validation" Stack: Experience building tools like Streamlit or Gradio for rapid prototyping of human-review interfaces.
2. Domain "Nice-to-Haves"
• Experience in Financial Services (specifically Fraud Detection, AML, or Risk Modeling).
3. The "X-Factor"
• Communication: Can they explain "Hallucination Risk" to a non-technical Chief Risk Officer?
• Pragmatism: Knows when not to use AI. (e.g., "We don't need an LLM for this; a Regex script is faster and 100% accurate.")
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Job Family Group:
Finance------------------------------------------------------
Job Family:
Regulatory Reporting------------------------------------------------------
Time Type:
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Most Relevant Skills
Business Acumen, Change Management, Communication, Data Analysis, Financial Acumen, Internal Controls, Issue Management, Problem Solving, Regulatory Reporting.------------------------------------------------------
Other Relevant Skills
For complementary skills, please see above and/or contact the recruiter.------------------------------------------------------
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Citi Mumbai, Maharashtra, IND Office
Bandra Kurla Complex Road, Mumbai, Maharashtra, India, 400051
