Global Rates - AI Engineer - VP

Position Overview The Global Rates business is seeking an exceptional AI Engineer to drive the development and implementation of cutting‑edge artificial intelligence solutions that will transform our trading, risk management, and client service capabilities. This role sits at the intersection of advanced AI technology and financial markets, offering the opportunity to build innovative solutions that directly impact business outcomes. Key Responsibilities AI Solution Development Design, develop, and deploy production‑ready AI applications using generative AI techniques, including large language models (LLMs), retrieval‑augmented generation (RAG), and agentic frameworks Build intelligent automation solutions that enhance trading workflows, risk analysis, and operational efficiency Develop agentic coding systems that can autonomously generate, test, and optimize code for financial applications Create conversational AI interfaces and intelligent assistants for traders and business users Technical Architecture & Implementation Architect and implement RAG pipelines for knowledge retrieval from structured and unstructured financial data sources Design and optimize vector databases and embedding strategies for efficient information retrieval Develop prompt engineering frameworks and fine‑tuning strategies for domain‑specific LLM applications Build multi‑agent systems that can collaborate to solve complex financial problems Implement guardrails, validation frameworks, and monitoring systems for AI applications Data Engineering & Integration Design and build data pipelines to support AI/ML workflows, integrating market data, trade data, and research content Develop ETL processes for preparing training data and maintaining knowledge bases Create APIs and microservices to integrate AI capabilities into existing trading and risk platforms Optimize data storage and retrieval mechanisms for high‑performance AI applications Collaboration & Innovation Partner with business stakeholders to identify high‑impact use cases for AI implementation Collaborate with quantitative researchers to integrate AI techniques into pricing and risk models Work with compliance and risk teams to ensure AI solutions meet regulatory and governance requirements Stay current with emerging AI technologies and evaluate their applicability to Global Rates business needs Contribute to the firm's AI/ML community of practice and knowledge‑sharing initiatives Required Qualifications Education Bachelor's or Master's degree in Computer Science, Data Science, Machine Learning, Artificial Intelligence, or related quantitative field Strong academic foundation in algorithms, data structures, and software engineering principles Professional Experience 1–5 years of professional experience in AI/ML engineering, software development, or data science roles Demonstrated experience building and deploying production AI applications Proven track record of delivering end‑to‑end technical solutions Technical Skills – Core Requirements Generative AI & Machine Learning Hands‑on experience with generative AI techniques and large language models (GPT, Claude, Llama, etc.) Practical experience implementing Retrieval‑Augmented Generation (RAG) systems Experience with agentic frameworks and autonomous coding systems Knowledge of statistics and machine learning techniques Programming & Development Strong proficiency in Python Strong SQL skills Front‑end development Salary & Benefits Primary Location: New York, NY, United States. Primary Location Full Time Salary Range: $175,000.00 – $250,000.00 Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire. Equal Employment Opportunity 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 Citigroup Inc.