Role overview
*Data Scientist, Generative AI & Capital Markets - Spread Products
About Spread Products at Citi Markets**
Citi's Spread Products division stands at the forefront of capital markets, delivering essential liquidity and pioneering solutions across the global credit and securitized landscape. This dynamic and high-impact group encompasses origination, structuring, investing, lending, and market making activities across an extensive spectrum of products, including corporate and emerging market bonds, asset-backed and mortgage-backed securities (ABS/MBS), collateralized loan obligations (CLOs), and complex derivative instruments. As a core component of Citi's Markets division, we empower clients with critical capital and innovative financial instruments.
The Opportunity: Data Scientist, Generative AI - Spread Products
We are actively expanding our dedicated Data Science team within Spread Products, seeking an innovative Data Scientist passionate about leveraging advanced data science techniques and artificial intelligence. This is a unique opportunity to drive the development and widespread adoption of cutting-edge AI solutions, particularly in Generative AI, across all facets of our business, directly impacting trading, risk management, and client solutions in capital markets.
*Key Responsibilities
AI Solution Development**
- Pioneer Generative AI Solutions: Design, develop, and deploy production-grade AI applications leveraging state-of-the-art Generative AI techniques, including Large Language Models (LLMs), Retrieval-Augmented Generation (RAG), and advanced agentic frameworks tailored for capital markets.
- Drive Workflow Transformation: Construct innovative AI/data solutions that significantly enhance workflows and operational efficiency across a diverse range of product classes, such as corporate bonds, Mortgage-Backed Securities (MBS), Collateralized Loan Obligations (CLOs), and derivative instruments.
- Advance Autonomous Systems: Architect and implement agentic coding systems capable of autonomously generating, testing, and optimizing complex financial models and analytical tools specifically for credit and securitized markets.
- Build Intelligent Interfaces: Develop intuitive conversational AI interfaces and intelligent assistants to empower originators, structurers, investors, lenders, and market makers within the Spread Products ecosystem.
What we're looking for
For complementary skills, please see above and/or contact the recruiter.
Mar 18, 2026
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