Global Rates - AI Engineer - VP

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