Gen Artificial Intelligence Architect - Market Quantitative Analysis (MQA)

Responsibilities

• Design and architect GenAI platforms that integrate LLMs with MQA’s quantitative analytics libraries, market data sources, and risk systems.
• Build and evolve agentic GenAI workflows capable of multi‑step reasoning, tool invocation, and automated analytics (e.g., risk investigation, reporting, and what‑if analysis).
• Define and implement GenAI orchestration patterns (e.g., tool servers, structured interfaces, context management) that enable LLMs to reliably execute quantitative tasks.
• Partner closely with Risk, Trading, XVA, and Sales stakeholders to translate real business workflows into GenAI‑enabled solutions.
• Drive onboarding of domain knowledge (e.g., IBR terminology, risk metrics, limits, reports) into GenAI systems, improving usability and accuracy over time.
• Integrate GenAI capabilities into multiple delivery channels, including web UIs, Excel add‑ins, and email‑based workflows .
• Collaborate with Technology teams on infrastructure, scalability, performance, and reliability , including handling latency, compute constraints, and usage limits.
• Reuse and extend existing Python and C++ quantitative analytics libraries , ensuring GenAI augments — rather than replaces — proven analytics.
• Establish testing, validation, and evaluation frameworks for GenAI outputs to ensure correctness, robustness, and consistency in production.
• Provide technical leadership and mentorship on GenAI architecture, design trade‑offs, and best practices within MQA.
• Ensure all solutions comply with Citi’s GenAI governance, model risk management, security, and control frameworks .
• Appropriately assess risk when making architectural and design decisions, with particular consideration for the firm’s reputation and regulatory obligations.
• Adhere to Citi’s Code of Conduct, supervision plans, and all applicable policies and procedures.
• Recommended Qualifications: 8+ years of experience in quantitative analytics, platform engineering, or advanced analytics roles, ideally within Markets, Risk, or trading environments.
• Strong hands‑on experience with Python ; familiarity with large‑scale analytics libraries and production systems.
• Demonstrated experience building GenAI / LLM‑based systems , including prompt design, tool orchestration, and integration with external computation.
• Solid understanding of market risk concepts (e.g., DV01, VaR/HVaR, stress testing, PnL vectors) or demonstrated ability to rapidly acquire domain expertise.
• Experience designing modular, scalable architectures (APIs, services, orchestration layers) in controlled enterprise environments.
• Familiarity with cloud and modern development tooling (e.g., Git, CI/CD, containerization).
• Ability to work effectively across business, quant, and technology teams , and communicate complex technical ideas clearly to non‑technical stakeholders.
• Strong written and verbal communication skills.
• Education: Bachelor’s degree in Computer Science, Engineering, Mathematics, Statistics, Physics, Quantitative Finance, or a related technical discipline.
• Advanced degrees or certifications in AI, machine learning, or quantitative finance are a plus.
• 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: Quantitative Analysis ------------------------------------------------------ Time Type: Full time ------------------------------------------------------ Primary Location: New York New York United States ------------------------------------------------------ Primary Location Full Time Salary Range: $175,000.00 - $250,000.00 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
• date of hire. ------------------------------------------------------ Most Relevant Skills Please see the requirements listed above. ------------------------------------------------------ Other Relevant Skills For complementary skills, please see above and/or contact the recruiter. ------------------------------------------------------ Anticipated Posting Close Date: Jun 22, 2026 ------------------------------------------------------ Citi is an equal opportunity employer
• 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
• any other characteristic protected by law.
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