Global Rates - AI Engineer - VP at Citi

The Global Rates business at Citigroup seeks an AI Engineer to develop cutting-edge artificial intelligence solutions for trading, risk management, and client services, bridging advanced AI technology with financial markets.

Key Responsibilities

AI Solution Development

Design and deploy production-ready AI applications using generative AI, LLMs, RAG, and agentic frameworks

Build intelligent automation for trading workflows and risk analysis

Create agentic coding systems for autonomous code generation and optimization

Develop conversational AI interfaces for traders

Technical Architecture

Architect RAG pipelines for financial data retrieval

Design vector databases and embedding strategies

Develop prompt engineering frameworks for domain-specific LLM applications

Build multi-agent systems for complex financial problem-solving

Implement monitoring and validation frameworks

Data Engineering

Design data pipelines supporting AI/ML workflows

Develop ETL processes for training data preparation

Create APIs and microservices for AI integration

Optimize data storage and retrieval for performance

Collaboration

Partner with business stakeholders on AI use cases

Work with quantitative researchers on pricing and risk models

Ensure compliance and governance alignment

Contribute to AI/ML community initiatives

Required Qualifications

Bachelor's or Master's in Computer Science, Data Science, Machine Learning, AI, or related field

1-5 years in AI/ML engineering, software development, or data science with demonstrated production deployments

Generative AI and LLMs (GPT, Claude, Llama)

RAG systems implementation

Agentic frameworks and autonomous coding

Statistics and machine learning

Python proficiency

SQL expertise

Front-end development

Salary: $175,000 - $250,000 annually

Benefits: Medical, dental, vision coverage; 401(k); life/accident/disability insurance; wellness programs; paid time off

Location: 388 Greenwich Street, New York, NY