AI Engineer, Rates VP

Citi; Greater London; On-site; GBP 100,000 - 140,000; Full time

Benefits offered by this job

27 days annual leave

Discretional annual bonus

Private Medical Care & Life Insurance

Employee Assistance Program

Pension Plan

Paid Parental Leave

Employee discounts

Job summary

Citi London is seeking an exceptional AI Engineer to design, build, and deploy AI-powered applications that transform trading, risk management, and client services. You will work with traders, quants, and tech teams to deliver production‑grade AI solutions leveraging generative models and intelligent automation.

The role emphasizes end‑to‑end implementation, from data pipelines and RAG pipelines to multi‑agent systems and governance, with a focus on scalable, compliant financial AI solutions and

Qualifications

• 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 in AI/ML engineering, software development, or data science roles
• Demonstrated experience building and deploying production AI applications

Responsibilities

• 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

Skills

Python

SQL

Front-end development

Generative AI

RAG

Agentic frameworks

LLMs

APIs

Education

Bachelor's or Master's in CS/DS/ML

Tools

LLM platforms

Vector databases

Job description

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.

As an AI Engineer within Global Rates, you will be responsible for designing, developing, and deploying AI‑powered applications and systems that leverage the latest advancements in generative AI, agentic frameworks, and intelligent automation. You will work closely with traders, sales, quants and technology teams to identify opportunities for AI integration and deliver production‑grade solutions.

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 optimise 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 its 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

• 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

What Citi can offer you

By joining Citi London, you will not only be part of a business casual workplace and receive a competitive base salary (which is annually reviewed), and enjoy a whole host of additional benefits such as:

• 27 days annual leave (plus bank holidays)
• A discretional annual performance related bonus
• Private Medical Care & Life Insurance
• Employee Assistance Program
• Pension Plan
• Paid Parental Leave
• Special discounts for employees, family, and friends
• Access to an array of learning and development resources

Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self, every day. We want the best talent around the world to be energized to join us, motivated to stay, and empowered to thrive.

This job description provides a high‑level review of the types of work performed. Other job‑related duties may be assigned as required.

Job Family Group

Institutional Trading

Job Family

Trading

Time Type

Full time

Most Relevant Skills

Please see the requirements listed above.

Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

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.

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