Senior AI-ML Developer/Gen-AI Engineer VP- C13 - PUNE

We’re currently looking for a high caliber professional to join our team as Vice President, Senior AI-ML Developer/ Gen-AI Engineer (C13) based in Pune, India.

The XVA and Cross Asset Margin technology teams actively develop and enhance a set of, strategic systems and services which are regulatory driven and have a direct bearing on how Citi Capital Markets manages risk arising from trading, including both market and counterparty credit risks. We are responsible for calculating margin requirements for OTC bilateral derivatives and optimizing margin requirements for clients by considering offsets across various financial products using models like VaR, SIMM and Credit Stress. We support traders, salespeople, risk managers, financial controllers and operations staff.

The Senior AI-ML Developer/ Gen-AI Engineer is a senior level position responsible for establishing and implementing new or revised application systems and programs in coordination with the Technology team. We are seeking a highly skilled Senior Generative AI Engineer to apply and optimize state-of-the-art generative AI models for financial applications. The ideal candidate will have deep expertise in deep learning, NLP, and generative models and Transformer-based architectures. You will work closely with cross-functional teams to build AI-driven financial solutions, ensuring scalability, efficiency, and business impact.

Responsibilities:

• Provide expertise in area and advanced knowledge of applications programming and ensure application design adheres to the overall architecture blueprint.
• Design and implement deep learning architectures, including Transformer models (e.g., GPT, BERT, T5, LLaMA) tailored for financial data.
• Experience developing solutions using Agentic AI frameworks and architecture
• Fine-tune and deploy pre-trained models while ensuring robustness, fairness, and interpretability in financial contexts.
• Collaborate with data scientists, ML engineers, and product teams to integrate generative AI solutions into financial products and services.
• Work with large-scale financial datasets, designing data pipelines and optimizing training efficiency.
• Ensure ethical AI practices, data security, and compliance with financial industry regulations and standards.
• Utilize advanced knowledge of system flow and develop standards for coding, testing, debugging, and implementation.
• Develop comprehensive knowledge of how areas of business, such as architecture and infrastructure, integrate to accomplish business goals.
• Take ownership of smooth Production releases planning and execution
• Liaise with team members, management to ensure projects are completed to application development and governance standard
• Resolve variety of high impact problems/projects through in-depth evaluation of complex business processes, system processes, and industry standards
• Appropriately assess risk when business decisions are made, demonstrating consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.

Qualifications:

• 10+ years of relevant experience in Apps Development role with hand on coding
• 5+ years of experience in deep learning, NLP, or generative AI.
• Strong expertise in PyTorch, TensorFlow, or JAX.
• Must have worked on at least two end to end projects deployed in production environment
• Experience with LLMs, GANs, VAEs, Diffusion models, and multi-modal AI.
• Proficiency in cloud computing (AWS, Azure, or GCP) and MLOps tools (e.g., Docker, Kubernetes, MLflow).
• Solid programming skills in Python and experience with distributed computing.
• Solid experience with NoSQL and Vector databases
• Strong understanding of algorithms, optimization, and data structures.
• Experience with financial data, modeling, and regulatory considerations.
• Excellent problem-solving and communication skills.
• Great exposure to microservices architecture.
• Strong analytical, troubleshooting and problem-solving skills
• Excellent verbal and written communication skills
• Programming knowledge of Java and relational databases is preferred
• Business knowledge of Margin, CVA, XVA, regulatory stress testing is preferred
• Understanding of Risks (Greeks), risk calculation models like VaRr/SIMM preferred and ability to work with Quant team is preferred.

Education:

• A completed Bachelor’s in Computer Science, Mathematics or equivalent.
• A Master’s degree in preferred

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Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

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