Thematic Risk Analytics Sr Analyst - Assistant Vice President

Thematic Risk Analytics Sr Analyst - Assistant Vice President Job Req Id: 26974554 Location(s): Chennai, Tamil Nadu, India Job Type: Hybrid Time Type: Full time Posted: Jun. 29, 2026 Job Overview Enterprise Risk Management relies on identifying and managing diverse bank risks to ensure financial stability and sustained growth. This includes enterprise‑level risk identification, designing and executing stress tests, managing climate risk, and protecting against reputational risk. The role contributes to keeping operations within a defined risk appetite and supporting the bank’s overall objectives. In addition, the role offers a unique opportunity to shape the future of thematic risk using cutting‑edge data science and AI. Responsibilities Develop and deploy advanced AI and machine learning models to identify, analyze, and monitor emerging thematic risks across global markets. Implement and contribute to advanced Agentic AI systems for autonomous, proactive risk detection, analysis, and alerting. Contribute to building and managing large‑scale Knowledge Graphs to map and understand complex, interconnected risk ecosystems. Leverage Retrieval‑Augmented Generation (RAG) techniques to extract and synthesize actionable intelligence from vast unstructured and structured datasets. Develop proof‑of‑concepts and rapidly prototype new AI‑driven risk‑management tools and platforms. Execute analysis of large‑scale data populations aggregated from target platforms, processes, and product lines, including structured and unstructured data, with guidance on design as needed. Identify, quantify, and communicate emerging risk from aggregated data not identified by the enterprise, supporting proactive risk mitigation. Collaborate with risk managers, quantitative analysts, and business stakeholders to integrate AI solutions into strategic decision‑making processes. Recommended Qualifications Core AI Concepts Generative AI (GenAI): Understanding and practical application of generative models. Agentic AI: Experience in building and deploying autonomous AI agents. Retrieval‑Augmented Generation (RAG): Expertise in leveraging RAG for enhanced information synthesis. Knowledge Graphs: Proven ability to construct and utilize knowledge graphs for complex data representation. Technical Skills and Qualifications Programming & Frameworks: Proficiency in Python; good to have libraries: LangChain, LangSmith, LangGraph, Streamlit, PyTorch, FastAPI. Database Technologies: Good to have graph databases such as Neo4j and vector databases such as PGVector, Milvus, Pinecone. Relational databases: PostgreSQL, SQL. Unstructured Data Expertise: Ability to extract, clean, transform, and analyze unstructured data from diverse sources such as customer complaints and issues. Natural Language Processing & Machine Learning Skills: Expertise in text preprocessing (tokenization, stemming, lemmatization), named entity recognition, sentiment analysis, and applying machine learning algorithms such as classification, clustering, and topic modeling. Insights & Reporting: Experience converting processed unstructured data into actionable insights using visualizations, dashboards, and automated reporting tools. Exposure to Google Cloud Platform (GCP) or Amazon Web Services (AWS) is required. Experience and Competencies 8+ years of experience in Data Science, with banking and finance experience preferred but not mandatory. Experience in promoting strong governance and controls, contributing to a culture of responsible finance, good governance, and ethics. Proven ability to contribute to and execute projects that enhance processes, demonstrating problem‑solving in complex situations. Maintains knowledge of evolving requirements and their impacts, contributing to business results and technical strategy. Strong communication skills to liaise with various stakeholders across the business. Education Bachelor’s/University degree; Master’s degree preferred. Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law. 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. View Citi’s EEO Policy Statement and the Know Your Rights poster. #J-18808-Ljbffr Citi