Senior AI Engineer - Wholesale Credit Risk Analytics - Senior Vice President

Citi is seeking a Senior AI Engineer to help build an agentic AI platform that supports the end-to-end credit risk model development lifecycle. In this onsite role in Jersey City, you will work across quantitative teams, Model Risk Management (MRM), and business stakeholders while leading engineering to design, develop, and deploy generative AI capabilities with strong governance and delivery focus.

You will translate user pain points into a technical vision and roadmap, architect a scalable and secure platform, and contribute hands-on to the most complex engineering challenges, including secure integrations and enterprise-grade operational foundations.

Key Responsibilities

• Partner closely with quantitative model developers, MRM, and business leaders to understand pain points and turn them into technical vision and a product roadmap.
• Identify, scope, and prioritize use cases for the agentic workflow platform, ensuring measurable value and alignment with strategic objectives.
• Act as the primary technical liaison between engineering and users to maintain a tight feedback loop and continuous alignment.
• Lead architectural design for a scalable, robust, and secure agentic AI platform, including orchestration, knowledge retrieval (e.g., RAG), and tool integration.
• Develop foundational software components, build proofs-of-concept, and address the most complex technical challenges through hands-on engineering.
• Design and implement secure integrations with internal data sources, external APIs, and LLMs while complying with data governance and security policies.
• Establish CI/CD, testing, logging, and monitoring frameworks for a mission-critical enterprise application.
• Lead, mentor, and grow a team of software engineers, promoting technical excellence, innovation, and collaboration.
• Guide architectural decisions, enforce code quality best practices, and oversee agile development execution.
• Manage project timelines, resource allocation, and delivery of key platform milestones.

Required Qualifications

• 10+ years of hands-on experience designing, building, and shipping complex, scalable software systems to production.
• Demonstrable experience with AI agentic solutions for use cases such as ad hoc data analysis, documentation, and workflow orchestration.
• Proven experience leading software development teams, including technical mentorship, architectural guidance, and project oversight.
• Deep proficiency in Python and its ecosystem for backend development and data processing, plus modern AI frameworks such as LangChain.
• Hands-on experience building applications using Large Language Models (LLMs), including prompt engineering, retrieval-augmented generation (RAG), and agentic patterns.
• Solid understanding of system design, microservices architecture, REST APIs, and event-driven systems.
• Ability to communicate complex technical concepts to both technical and non-technical stakeholders and translate business needs into technical requirements.

Technologies

• Python
• LangChain
• Large Language Models (LLMs)
• Retrieval-augmented generation (RAG)
• CI/CD
• REST APIs

Benefits

• Medical, dental & vision coverage
• 401(k)
• Life, accident, and disability insurance
• Wellness programs
• Paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays
• Discretionary and formulaic incentive and retention awards (for eligible employees)
• For additional information, see citibenefits.com (offerings may vary by jurisdiction, job level, and date of hire)

Nice-to-Have

• Experience in financial services, especially quantitative finance, risk management, or Model Risk Management (MRM) contexts.
• Knowledge of market and/or credit risk model development lifecycle (e.g., PD, LGD, EAD) and related regulatory requirements (e.g., SR 11-7, CCAR, CECL).
• Experience building auditable and compliant software in highly regulated environments.
• Familiarity with frontend technologies and building user interfaces for technical workflows.
• Experience with Java/C++ in addition to Python.

Location: Jersey City, NJ (onsite). Employment type: Full time. Salary range: USD 176,720 - 265,080 per year. Time type: Full time. Job family group: Technology. Job family: Applications Development. Anticipated posting close date: Oct 02, 2026.