The Global Rates business is seeking an exceptional AI Engineer to support our APAC Local Markets rates Sales & Trading desk, driving the development and implementation of cutting-edge artificial intelligence and data-driven solutions that will transform our pricing, trading, risk management, and client service capabilities across the region's local rates markets. This role sits at the intersection of advanced AI/ML technology and financial markets, offering the opportunity to build innovative solutions that directly impact revenue generation, pricing precision, and trading risk management.
As an AI Engineer within Global Rates supporting APAC Local Markets, you will work directly alongside rates traders and sales professionals on the desk, translating fast-moving market needs into production-grade analytical tools. A core focus of the role is pricing optimization, bid-offer spread calibration, and the application of modern machine learning and generative AI techniques to sharpen client pricing and enhance trading risk management across local rates products. You will also be responsible for building the dashboards, visualizations, and alerting systems that empower sales and trading to detect shifts in client behavior, surface new sales opportunities, and pursue revenue optimization strategies.
Success in this role demands a proactive individual who is comfortable facing off directly to traders and sales people, thrives in a fast-paced trading floor environment, and can react quickly to changes in market needs.
Key Responsibilities
Pricing Optimization & Trading Analytics
- Design, develop, and deploy models and tooling for pricing optimization and bid-offer spread calibration across APAC local rates productsInvestigate and apply modern machine learning techniques to improve client pricing accuracy, competitiveness, and profitabilityBuild analytical solutions that strengthen trading risk management, including risk identification, hedging insight, and exposure monitoringPartner with rates traders to rapidly prototype, test, and refine pricing and risk models in response to evolving market conditions
Dashboards, Visualization & Alerting
- Build intuitive dashboards and visualizations for rates sales and trading to monitor client activity, pricing performance, and market dynamicsDevelop alerting systems that flag changes in client behavior, emerging sales opportunities, and other revenue optimization signalsTranslate complex data and model outputs into clear, actionable insights for a non-technical trading floor audienceIterate quickly on tooling based on direct feedback from the desk
Generative AI & Machine Learning Solution Development
- Design, develop, and deploy production-ready AI/ML applications leveraging generative AI techniques, including large language models (LLMs), retrieval-augmented generation (RAG), and agentic frameworksApply generative AI to enhance trading workflows, client pricing insight, research summarization, and desk automationBuild intelligent automation to streamline repetitive trading and sales analytics tasksImplement guardrails, validation frameworks, and monitoring for deployed AI/ML models and applications
Data Engineering & Integration
- Design and build data pipelines to support analytics and ML workflows, integrating market data, trade data, and client activity dataDevelop robust ETL processes for preparing model inputs and maintaining curated datasetsLeverage open-source frameworks such as Trino, Parquet, AWS S3, and Airflow to build scalable, high-performance data infrastructureCreate APIs and services to integrate analytics and AI capabilities into existing trading and sales platforms
Collaboration & Innovation
- Partner directly with rates traders and sales people to identify high-impact use cases and deliver solutions at the speed the desk requiresCollaborate with quantitative researchers to integrate AI/ML techniques into rates pricing and risk modelsWork with compliance and risk teams to ensure solutions meet regulatory and governance requirementsStay current with emerging AI/ML technologies and evaluate their applicability to Global Rates and APAC Local Markets needsContribute 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 a related quantitative fieldStrong academic foundation in algorithms, data structures, statistics, and software engineering principles
Professional Experience
- 1–5 years of professional experience in AI/ML engineering, quantitative development, software development, or data science rolesDemonstrated experience building and deploying production analytical or AI applicationsProven track record of delivering end-to-end technical solutions, ideally in a fast-paced or front-office environment
Technical Skills – Core Requirements
Generative AI & Machine Learning
- Strong grounding in statistics and modern machine learning techniques, with the ability to apply ML to real-world problems such as pricing, forecasting, anomaly detection, or behavioral analysisHands-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 systems
Agentic Coding Tools
- Comfort and hands-on proficiency with agentic coding tools and AI-assisted development workflows (e.g., agentic IDEs and coding assistants) to accelerate deliveryAbility to effectively orchestrate, review, and validate AI-generated code within a production-grade engineering process
Programming & Development
- Strong proficiency in PythonStrong SQL skills
Front-End Architecture (Beneficial)
- Solid knowledge of front-end architecture and modern web development, including JavaScript, HTML/CSS, and a modern component framework such as Angular or ReactAbility to design and build responsive, performant, and maintainable user interfaces for dashboards, visualizations, and alerting tools used on the trading floorUnderstanding of front-end architectural patterns — component-based design, state management, API/data integration, and reusable UI component librariesExperience with data-visualization libraries (e.g., D3.js, Plotly, Chart.js, or equivalent) to present complex trading and client data clearly and interactivelyAwareness of UX best practices for real-time, data-dense financial applications
Data & Open-Source Frameworks (Beneficial)
- Knowledge of open-source data frameworks: Trino, Parquet, AWS S3, and AirflowExperience building and maintaining scalable data pipelines
Domain Knowledge
- Knowledge of financial markets is a major plus — particularly rates Sales & Trading, APAC local rates products, pricing, and trading risk management
Key Attributes & Ways of Working
- Proactive and self-directed — anticipates the needs of the desk and takes initiativeComfortable facing off directly to traders and sales people — able to communicate clearly and credibly with front-office stakeholdersFast and adaptable — reacts quickly to changing market needs and shifting prioritiesCommercially minded — understands how technical solutions translate into revenue and risk outcomesCollaborative — works effectively across trading, sales, quant, technology, and control functions
------------------------------------------------------
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.