The Data Scientist role within Citi's Spread Products division focuses on leveraging advanced data science techniques and artificial intelligence, particularly in Generative AI. This team is dedicated to driving the development and adoption of AI solutions that impact trading, risk management, and client solutions in capital markets. The position offers a unique opportunity to work on innovative AI applications that enhance operational efficiency and workflow transformation. Candidates will collaborate with various stakeholders to identify high-impact AI opportunities and ensure compliance with regulatory frameworks.

• Bachelor's or Master's degree in Computer Science, Data Science, Machine Learning, Artificial Intelligence, Quantitative Finance, or a closely related quantitative field.
• 1-5 years of progressive professional experience in AI/ML engineering, advanced software development, or data science roles.
• Proven track record of successfully designing, developing, and deploying robust, production-grade AI applications.
• Direct experience or strong foundational understanding of credit markets, securitized products, or other relevant financial instruments is highly advantageous.
• Deep, hands-on experience with state-of-the-art Generative AI techniques, including practical application and fine-tuning of Large Language Models.

• Design, develop, and deploy production-grade AI applications leveraging Generative AI techniques.
• Construct innovative AI/data solutions that enhance workflows and operational efficiency across product classes.
• Architect and implement agentic coding systems for generating and optimizing financial models.
• Develop intuitive conversational AI interfaces and intelligent assistants for various stakeholders.
• Design, construct, and maintain scalable data pipelines to support advanced AI/ML workflows.
• Develop robust APIs and microservices to embed AI capabilities into capital markets platforms.
• Collaborate with diverse business stakeholders to identify and prioritize AI implementation opportunities.
• Partner with quantitative researchers to integrate AI techniques into pricing and risk models.
• Ensure AI solutions adhere to regulatory frameworks and governance requirements.
• Contribute to the strategic automation and lifecycle management of data assets across the business.

• Citi offers a comprehensive benefits package including competitive pay, stock programs, healthcare coverage, retirement plans, paid time off, parental leave, and programs supporting employee wellbeing and professional development.