Description
We are currently seeking an experienced professional to join our team in the role of AI Engineer- Traded Risk (FTC role).
In this role, you will:
- Design and implement single-agent and simple multi-agent workflows using frameworks such as LangGraph, LangChain, AutoGen, CrewAI, etc.
- Lead the end-to-end development of Agentic AI applications, from ideation and data exploration to rapid prototyping and initial deployment.
- Build and maintain tool integrations (function calling / MCP servers) connecting LLM agents to internal risk systems.
- Implement RAG (retrieval-augmented generation) pipelines over risk policy documents, regulatory guidance, and historical incident logs to ground agent outputs in verified sources.
- Write and iterate on prompt templates, system instructions, and few-shot examples, and maintain a versioned prompt library.
- Build evaluation harnesses to test agent accuracy, hallucination rate, and task completion, using both automated metrics and structured human review.
- Implement guardrails: input/output validation, PII and confidential-data filtering, approval checkpoints for any agent action with financial or regulatory consequence.
- Support human-in-the-loop design , ensuring every agentic workflow has a clear escalation path when confidence is low or an anomaly is detected.
- Monitor deployed agents in production: track cost (token usage), latency, failure modes, and drift in output quality over time.
- Document workflows, decision logic, and control points clearly enough for audit and model-risk review.
- Collaborate with market risk SMEs to translate manual, judgment-heavy processes into structured agent tasks.
To be successful you will:
- Have working proficiency in Python, including API integration, async programming, and data manipulation (pandas/numpy).
- Have hands-on experience building agentic applications , this can come from personal projects, hackathons, internships, or professional work.
- Have practical exposure to at least one agent orchestration framework (LangGraph, LangChain, CrewAI, AutoGen, Semantic Kernel) or direct experience with the Claude/OpenAI/Gemini APIs including function calling and tool use.
- Understand prompt engineering fundamentals: system prompts, chain-of-thought/structured reasoning prompts, few-shot examples, output formatting (JSON schemas, XML tags).
- Be familiar with RAG architectures: embeddings, vector databases (e.g., Pinecone, Weaviate, FAISS, pgvector), chunking strategies, and retrieval evaluation.
- Have basic understanding of LLM evaluation techniques , golden datasets, LLM-as-judge patterns, regression testing for prompt changes.
- Have foundational understanding of market risk concepts , VaR, Greeks, stress testing, limit frameworks , gained through coursework, self-study, or prior exposure.
- Hold FRM Part I/II, CQF, or equivalent certification in progress or completed.
- Have experience with MCP (Model Context Protocol) server development for tool integration.
- Have exposure to model risk management (MRM) or SR 11-7-style validation frameworks.
- Have prior experience in a regulated environment (banking, insurance, asset management).
- Have a background in software engineering, data engineering, or quant development, given the technical build nature of this role.
This listing is enriched and indexed by YubHub. To apply, use the employer's original posting:
https://portal.careers.hsbc.com/careers/job/563774612258964