AVP – Data Scientist (Artificial Intelligence and Machine Learning)- MUMBAI
Citi Bank
5 - 8 years
Mumbai
Posted: 10/05/2025
Job Description
The Data Scientist/AI-ML Engineer Senior Analyst plays a pivotal role in exploring, developing, and integrating Machine Learning (ML) and Artificial Intelligence (AI) capabilities into Internal Audit applications. This role requires a strong technical foundation and 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, 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 ML models using cloud-based solutions and various ML platforms.
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.
Key Qualifications and Competences:
5-8 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.
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 and cultural sensitivity to collaborate with diverse stakeholders.
Detail-oriented and diligent in ensuring the 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 a related discipline.
CISA, PMP, Agile/Scrum, Cloud Computing, or related certifications are a plus
About Company
Citi Bank, officially known as Citibank, is a global financial institution and the consumer division of Citigroup, a leading multinational banking corporation. Established in 1812, Citibank provides a wide range of financial services, including retail banking, credit cards, personal loans, wealth management, and investment banking. With a strong presence in over 100 countries, it serves millions of customers worldwide, offering both individual and business banking solutions. Citibank is known for its digital banking innovations, global reach, and commitment to financial inclusion and economic growth.
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