Senior Python​/AI Engineer Engineer - Finance - Assistant Vice President

The Applications Development Senior Programmer Analyst is an intermediate level position responsible for participation in the establishment and implementation of new or revised application systems and programs in coordination with the Technology team. The overall objective of this role is to contribute to applications systems analysis and programming activities.

• Provide technical and analytical expertise in support of the Data and Code Lineage exercise to support Pre Settlement Risk and RWA calculation for wholesale products/asset classes.
• Develop systems and functionalities to calculate the potential exposure, Exposure at default and Risk weight.
• Collaborate with internal stakeholders including Quantitative Analytics, Risk Analytics & Model Risk Management teams and provide technical guidance & assistance with regard to existing functionalities and improvements.
• Update, optimize and maintain applications required for back-testing, impact studies and stress testing.
• Develop technical components across sub-projects and coordinate activities between infrastructure team for application/infrastructure setup.
• Implement control and risk implementation procedures, and adhere standards and processes defined by organization.
• Use AI Tools such as Git Hub CoPilot and Devin to automate code generation and generate efficiency in product delivery.
• Build software applications using Python and automate the build using Lightspeed or Artifactory.
• Use Agile/Scrum methodology in executing projects.
• Develop, Test, Debug and Manage application using VSCode, Intelli
  
  J, JIRA, Visual VM, Unix, Oracle SQL Developer, Autosys, and caching solutions like Gridgain.
• Develop, credit risk management applications that relate to Risk, Basel, and Capital Markets products - Repo, Security Lending, Margin Loans, Fixed Income and Agency Lending.

• Expertise in building robust, scalable, and maintainable applications with development experience, preferably in the Capital Markets Technology industry.
• Hands‑on experience in Python based data and code analysis to enable RAG automation and attribution mapping for client queries.
• Experience with Agile software development processes with a strong emphasis on test driven development.
• Strong knowledge of CI/CD pipelines and experience in tools such as JIRA, Black Duck, SONAR, etc.
• Ability to evaluate design trade‑offs and document choices effectively.
• Demonstrated capacity to build sophisticated tooling for development and production team use.

Extensive practical experience working with most if not all the technologies listed below:

• Expertise in Object Oriented Analysis & Design, and Design Patterns.
• Design, development and implementation of applications using Python, Core Java.
• Test Driven Development (TDD) including mock & regression tests and continuous integration (Jenkins, Cruise Control).
• Software Configuration Management (GIT); & Memory Detection tools including Visual VM.
• Expertise in Spring Framework including Spring Core, Spring Batch, Spring Integration, and Spring Data.
• Automation of build and release process.
• Capital Markets products - Repo, Security Lending, Margin Loans, Fixed Income and Agency Lending.
• Basel II/ IIa/ III and Risk Management would be an advantage.
• Mentoring global team members.
• Databases - RDBMS preferably Oracle, No
  
  SQL preferably Mongo
  
  DB.
• Familiarity with Linux environment including scripting skills.
• SDLC/Dev Ops - Git/Bit Bucket, CI/CD pipeline frameworks such as Jenkins, Sonar Qube, JIRA.

• Exposure to Counter party Credit Risk RWA and Capital Markets.
• Working knowledge of Basel III and Risk Management.

• Bachelor’s degree/University degree or equivalent experience.

In addition to salary, 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  Available offerings may vary by jurisdiction, job level, and date of hire.

$121,200 - $181,800

a  21, 2026

Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

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