Global Rates - Applied AI Lead, VP/Director

Citi • New York, NY

6d • $200,000 - $300,000 • Onsite

About The Position

The Global Rates business is seeking an Applied AI Lead to identify, develop, and deliver AI-driven use cases that directly increase revenue and improve returns across our trading desks. This role sits at the intersection of financial markets and applied AI — the successful candidate will work closely with traders, sales, and quants to define the AI agenda for Rates and drive it from idea to production. We are looking for someone who combines genuine technical and research depth with the commercial instinct to identify where AI creates real value in a trading environment. The role offers significant scope to do meaningful model work and research alongside a broader coordination and delivery mandate.

Requirements

• 5+ years in a quantitative, data science, or applied AI role — ideally within financial markets
• Demonstrated track record of building and deploying AI solutions in a production environment
• Experience conducting original research and translating findings into practical, commercial applications
• Experience working directly with trading or markets businesses; understanding of what drives P&L
• Strong Python; hands-on experience with ML frameworks and time series modelling
• Practical experience with LLMs, agentic frameworks, and generative AI techniques
• Ability to conduct independent research and build models and prototypes from the ground up
• Familiarity with financial data — market data, trade data, risk systems

Nice To Haves

• Financial markets background preferred — fixed income or rates experience a meaningful differentiator

Responsibilities

• Identify and prioritize high-impact AI opportunities across Rates trading desks (G10, EM, Inflation, Swaptions, Repo)
• Design, research, and build applied AI solutions — including predictive models, agentic tools, and intelligent interfaces — that improve trading performance, client coverage, and operational efficiency
• Own use cases end-to-end: from desk engagement and research through to production deployment
• Build own models and conduct original research where appropriate; coordinate productionization through Tech and MQA
• Engage all Rates desks to capture AI requirements, pain points, and opportunities
• Define and maintain a prioritized AI roadmap for Global Rates, aligned to revenue and return objectives (ROA/ROTCE)
• Coordinate with the e-trading AI team to ensure coherence across the broader Rates AI program
• Work with the data engineering team on data access and integration
• Partner with traders, sales, quants, and technology teams to deliver solutions that work in a live trading environment
• Collaborate with quantitative researchers to integrate AI techniques into pricing and risk models
• Work with compliance and risk to ensure AI solutions meet governance requirements
• Contribute to the firmwide Markets AI working group and community of practice

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

What This Job Offers

• Job Type: Full-time
• Career Level: Director
• Education Level: No Education Listed