Structurer, Complex Structuring / Systematic — Vice President

# This is a front-office, builder's seat at the intersection of systematic portfolio management, structuring and applied AI engineering. The strategy logic underpinning our organization is established; the opportunity is in the engineering, infrastructure, and tooling that surrounds it. You will own the data and execution infrastructure end-to-end, design and ship AI-assisted internal tooling that compresses discretionary execution decisions, and serve as the named human-in-the-loop for the residual execution decisions the algorithm does not fully automate. This role is for a pragmatic engineer who wants proximity to live markets, genuine system ownership, and a mandate that is explicitly AI-forward — backed by the stability and platform of a global financial institution. # Key Responsibilities Data & Execution Infrastructure * Own, harden, and right-size the data infrastructure underpinning the systematic trading book, prioritising efficiency and reliability over unnecessary scale. * Migrate and modernise legacy components into a maintainable, testable, and auditable codebase. * Operate effectively within a firewalled, controlled environment (e.g. standard-library and approved-package Python without open external dependency installation). AI-Assisted Tooling * Design, build, and ship LLM-backed internal tooling that surfaces decision-relevant context — market events, related-instrument moves, order-book state — to reduce latency in discretionary execution. * Deliver production-grade AI applications (RAG pipelines, agentic workflows, evaluation frameworks) that are actively used, not experimental prototypes. Systematic Execution & Oversight * Exercise and supervise the subset of execution decisions (~10%) that fall outside pure algorithmic rules, under your SFC Type 9 licence. * Conduct pre-trade and post-trade scenario analysis, including payoff risk and P&L impact assessments. * Support customised back-tests and client portfolio analysis as required. Product & Structuring * Contribute to the development of new products and payoff structures, working in close partnership with institutional sales on pre-trade and post-sales activity. * Support marketing presentations and participate in client meetings as the technical structuring voice where relevant. Governance & Risk * Partner with control functions — Legal, Compliance, Market Risk, Credit Risk, Audit, and Finance — to ensure appropriate governance and control infrastructure is maintained. * Appropriately assess the risk/reward of transactions and infrastructure decisions, demonstrating sound judgment and consideration for the firm's reputation. * Adhere to Citi's Code of Conduct, the Plan of Supervision for Global Markets and Securities Services, and all applicable policies and procedures. * Obtain and maintain all registrations and licences required for the role within the agreed timeframe. * Escalate, manage, and report control issues with transparency; safeguard Citigroup, its clients, and its assets by driving compliance with applicable laws, rules, and regulations. # Required Qualifications * Strong data-engineering craft with demonstrated judgment to right-size solutions — you identify the simplest tool that solves the problem, not the most impressive one. * Proven delivery in constrained environments: demonstrated ability to ship in firewalled or dependency-restricted settings (e.g. standard-library-only Python). * Production AI tooling: real-world experience building and deploying internal LLM-backed applications (RAG, agentic workflows, evaluation frameworks) that were actively adopted — not personal experiments or proofs of concept. * Systematic trading execution fluency (ideal, not required): working knowledge of futures/multi-asset execution, transaction cost analysis (TCA), and order routing — not merely familiarity with ML vocabulary. * Ownership mindset: pragmatic, self-directed, and comfortable as the primary engineer on...