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Junior AI Engineer: Capco

Jan 19, 2026   |   Location: New York, Charlotte, Dallas, Orlando, or Chicago   |   Deadline: Not specified

Experience: Entry

Continent: North America

Salary: Estimated $95k – $135k Base + Performance Bonus.

This is not a research role where you train models from scratch. It is an Applied AI Engineering role within a top-tier financial services consultancy. Capco advises the world's largest banks (e.g., Morgan Stanley, HSBC) on technology. Your job is to build the "proof of concept" and production-grade AI tools that these banks are demanding—specifically Generative AI applications using Large Language Models (LLMs).

You will be "gluing" powerful models (like GPT-4 or Llama 3) to internal banking data to solve boring-but-critical business problems (e.g., automating compliance checks or analyzing loan documents).

Key Responsibilities
Building RAG Systems: You will heavily use Retrieval-Augmented Generation (RAG). This means writing code that takes a user's question, searches a massive database of documents (vector database), and feeds the relevant info to an AI to get an accurate answer.

Agentic AI: The JD specifically mentions LangChain, AutoGen, and Semantic Kernel. You will build "Agents"—AI software that doesn't just talk but does things (e.g., "Read this financial report, extract the risk factors, and email them to the manager").

Full Stack Integration: You aren't just writing Python scripts; you are exposing them as APIs (FastAPI/Flask) and potentially connecting them to front-ends (React).

Model Context Protocol (MCP): This is a cutting-edge requirement. MCP is a new standard for connecting AI assistants to data. Mentioning this shows you are on the bleeding edge of AI specs.

Qualifications
Modern AI Stack: They don't just want generic "Machine Learning" knowledge; they want specific experience with Generative AI frameworks (LangChain, Hugging Face).

Engineering Fundamentals: You need strong Python skills and an understanding of CI/CD and Cloud (AWS/Azure). Banks are obsessed with security and deployment, so knowing how to deploy a model is as important as building it.

Consulting Soft Skills: As a consultant, you may eventually be put in front of a client. "Excellent communication" is not filler here; it's a core requirement.

Strategic Context: Why this role exists
Capco sits at the intersection of Finance and Tech. Right now, every major bank is terrified of being left behind by AI, but they are also terrified of AI leaking data or lying (hallucinating).

The Client Need: Banks have millions of PDFs (mortgage applications, regulatory policies) that are unsearchable. They want "ChatGPT for our internal documents."

Your Value: You are the builder who creates that safe, internal "ChatGPT" using RAG pipelines that cite their sources, ensuring the bank stays compliant.
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