AI Engineer, Rates VP

Job ID: 93983579520Posted: 2026-09-11Location: London, England, United KingdomCategory: Institutional Trading, ProfessionalCompany: CitiThe 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 ResponsibilitiesAI Solution DevelopmentDesign, develop, and deploy production-ready AI applications using generative AI techniques, including large language models (LLMs), retrieval-augmented generation (RAG), and agentic frameworksBuild intelligent automation solutions that enhance trading workflows, risk analysis, and operational efficiencyDevelop agentic coding systems that can autonomously generate, test, and optimize code for financial applicationsCreate conversational AI interfaces and intelligent assistants for traders and business usersTechnical Architecture & ImplementationArchitect and implement RAG pipelines for knowledge retrieval from structured and unstructured financial data sourcesDesign and optimize vector databases and embedding strategies for efficient information retrievalDevelop prompt engineering frameworks and fine-tuning strategies for domain-specific LLM applicationsBuild multi-agent systems that can collaborate to solve complex financial problemsImplement guardrails, validation frameworks, and monitoring systems for AI applicationsData Engineering & IntegrationDesign and build data pipelines to support AI/ML workflows, integrating market data, trade data, and research contentDevelop ETL processes for preparing training data and maintaining knowledge basesCreate APIs and microservices to integrate AI capabilities into existing trading and risk platformsOptimize data storage and retrieval mechanisms for high-performance AI applicationsCollaboration & InnovationPartner with business stakeholders to identify high-impact use cases for AI implementationCollaborate with quantitative researchers to integrate AI techniques into pricing and risk modelsWork with compliance and risk teams to ensure AI solutions meet regulatory and governance requirementsStay current with emerging AI technologies and evaluate their applicability to Global Rates business needsContribute to the firm's AI/ML community of practice and knowledge sharing initiativesRequired QualificationsEducationBachelor's or Master's degree in Computer Science, Data Science, Machine Learning, Artificial Intelligence, or related quantitative fieldStrong academic foundation in algorithms, data structures, and software engineering principlesProfessional ExperienceProfessional experience in AI/ML engineering, software development, or data science rolesDemonstrated experience building and deploying production AI applicationsProven track record of delivering end-to-end technical solutionsTechnical Skills - Core RequirementsGenerative 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) systemsExperience with agentic frameworks and autonomous coding systemsKnowledge of statistics and machine learning techniques Programming & Development:Strong proficiency in PythonStrong SQL skillsFront end developmentWhat Citi can offer youBy 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 bonusPrivate Medical Care & Life InsuranceEmployee Assistance ProgramPension PlanPaid Parental LeaveSpecial discounts for employees, family, and friendsAccess to an array of learning and development resourcesAlongside 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.If you are actively working with clients, have a passion for relationships and want to be part of a successful global franchise – then apply today.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.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.