Markets Quantitative Analysis (MQA) is a division of the Global Markets business, responsible for delivering the analytical models, platforms, and tools used to price securities and manage risk across the firm's Markets businesses. MQA's coverage spans G10 Rates, Local Markets, Credit, Commodities, FX, Equity, Equity Hybrids, and Mortgage/Securitized products.
As part of its strategic build-out, MQA is developing a
GenAI applications that connect large language models with the firm's existing quantitative libraries, market data, and risk infrastructure.
MQA is seeking a
GenAI Architect to lead the design and implementation of GenAI platforms and agentic workflows, working closely with Quant teams, trading desks, and Technology.
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, and 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
