Senior AI Engineer - Wholesale Credit Risk Analytics - Senior Vice President
Job Description
Build an agentic AI platform to support end-to-end credit risk model development while leading delivery, architecture, and team execution.
Responsibilities
- Partner with quantitative model developers, Model Risk Management (MRM), and business leaders to translate stakeholder pain points into a technical vision and product roadmap
- Identify, scope, and prioritize use cases for an agentic workflow platform that deliver measurable value and align to strategic objectives
- Act as a primary technical liaison between engineering teams and users to maintain a tight feedback loop
- Lead architectural design for a scalable, robust, secure agentic AI platform, including:
- Orchestration components
- Knowledge retrieval capabilities (e.g., RAG)
- Tool integration
- Contribute hands-on engineering work for foundational components, proofs-of-concept, and complex technical challenges
- Design and implement secure integrations with internal data sources, external APIs, and multiple LLMs in alignment with data governance and security policies
- Establish CI/CD, testing, logging, and monitoring frameworks for a mission-critical enterprise application
- Lead, mentor, and guide software engineers to promote technical excellence, innovation, and collaboration
- Direct architectural decisions, enforce code quality best practices, and oversee agile development
- Manage project timelines, resource allocation, and delivery of key platform milestones
Requirements
- 10+ years of hands-on experience designing, building, and shipping complex, scalable software systems to production
- Demonstrable experience with AI agentic solutions, including ad hoc data analysis, documentation, and workflow orchestration
- Proven experience leading software development teams with technical mentorship, architectural guidance, and project oversight
- Strong 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)
- Agentic patterns
- Solid system design background, including microservices architecture, REST APIs, and event-driven systems
- Ability to communicate complex technical concepts to 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 regarding Citi employee benefits, visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.
Nice-to-have
- Experience in financial services, particularly in quantitative finance, risk management, or Model Risk Management (MRM) contexts
- Understanding of the market and/or credit risk model development lifecycle (e.g., PD, LGD, EAD models) 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
Job Details
- Location: Jersey City, NJ (onsite)
- Employment type: Full time
- Salary range: USD 176,720 - 265,080 per year
- Job family group: Technology
- Job family: Applications Development
- Primary location full time salary range: $176,720.00 - $265,080.00
- Most relevant skills: See requirements listed above
- Anticipated posting close date: Oct 02, 2026