AI Engineer - Global Rates, APAC Local Markets Sales & Trading

About the role

Citi's Global Rates business is looking for an AI Engineer to support its APAC Local Markets rates Sales & Trading desk. The role combines advanced AI/ML technology with financial markets, working directly with rates traders and sales professionals to build pricing optimization, bid-offer spread calibration, risk management and dashboarding solutions. It is full time.

Key responsibilities

• Pricing optimization and trading analytics: design, develop and deploy models and tooling for pricing optimization and bid-offer spread calibration, apply machine learning to improve client pricing accuracy, and build risk management solutions including risk identification, hedging insight and exposure monitoring.
• Dashboards, visualization and alerting: build dashboards and alerting systems to monitor client activity and pricing performance, and turn model outputs into clear insights for a non-technical trading floor audience.
• Generative AI and machine learning: deploy production AI/ML applications using LLMs, RAG and agentic frameworks, automate trading workflows and research summarization, and set up guardrails and monitoring for deployed models.
• Data engineering: build data pipelines and ETL processes integrating market, trade and client activity data, using Trino, Parquet, AWS S3 and Airflow, and create APIs to connect analytics and AI to trading and sales platforms.
• Collaborate with traders, sales, quantitative researchers, compliance and risk teams, and contribute to the firm's AI/ML community of practice.

Required profile

• Bachelor's or Master's degree in Computer Science, Data Science, Machine Learning, AI or a related quantitative field.
• 1-5 years of experience in AI/ML engineering, quantitative development, software development or data science, with production AI applications delivered.
• Strong foundation in algorithms, data structures, statistics and software engineering.
• Proactive, adaptable and commercially minded, able to work closely with front-office stakeholders.

Required skills

• Generative AI and machine learning, including LLMs, RAG and agentic frameworks.
• Python and SQL.
• Beneficial: front-end architecture (JavaScript, HTML/CSS, Angular or React), data visualization (D3.js, Plotly, Chart.js), and Trino, Parquet, AWS S3, Airflow.
• Knowledge of financial markets, especially rates Sales & Trading, is a major plus.