Gen Artificial Intelligence Architect - Market Quantitative Analysis

• 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

• 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
• 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

• medical
• dental
• vision coverage
• 401(k)
• life insurance
• accident insurance
• disability insurance
• wellness programs
• paid time off packages
• planned time off (vacation)
• unplanned time off (sick leave)
• paid holidays