Global Rates - AI Engineer - VP

Citigroup Inc.; New York (NY); On-site; USD 175,000 - 250,000; Full time

Job summary

Citigroup Inc. is seeking an AI Engineer for its Global Rates team in New York City.

The role focuses on developing and deploying AI-powered solutions that transform trading, risk management, and client service workflows through generative AI, RAG, and agentic frameworks. The candidate will collaborate with traders, quants, and tech teams to deploy production‑grade AI systems, build AI data pipelines, and ensure governance and guardrails.

Qualifications

• Bachelor’s or Master’s degree in Computer Science, Data Science, ML/AI, or related quantitative field
• Strong foundation in algorithms, data structures, and software engineering principles
• 1–5 years of professional AI/ML engineering, software development, or data science experience
• Proven experience building and deploying production AI applications

Responsibilities

• Design, develop, and deploy production‑ready AI applications using generative AI techniques (LLMs, RAG, agentic frameworks)
• Build intelligent automation to enhance trading workflows, risk analysis, and operational efficiency
• Develop agentic coding systems that autonomously generate, test, and optimize code for financial apps
• Create conversational AI interfaces and intelligent assistants for traders and business users
• Architect and implement RAG pipelines for knowledge retrieval from financial data sources
• Design and optimize vector databases and embedding strategies for efficient retrieval
• Develop prompt engineering and fine‑tuning strategies for domain‑specific LLMs
• Build multi‑agent systems that collaborate to solve complex financial problems
• Implement guardrails, validation frameworks, and monitoring systems for AI apps
• Design data pipelines to support AI/ML workflows using market, trade, and research data
• Develop ETL processes for training data prep and knowledge bases
• Create APIs and microservices to integrate AI into trading and risk platforms
• Optimize data storage and retrieval for high performance AI apps
• Collaborate with stakeholders to identify high‑impact AI use cases
• Partner with quantitative researchers to integrate AI into pricing and risk models

Skills

Generative AI

RAG

Agentic frameworks

Autonomous coding systems

Python

SQL

Front-end development

Statistics & ML concepts

Education

Bachelor’s or Master’s degree in Computer Science, Data Science, ML/AI or related quantitative field

Tools

LLMs (GPT/Claude/Llama)

RAG pipelines

Vector databases

APIs & microservices

Job description

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.

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 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

Benefits

In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. 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.

Location

New York, New York, United States

Salary Range

$175,000.00 - $250,000.00

Equal 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.