Senior AI Engineer - AI Centre of Excellence

Saxo is building the capability for secure, compliant, and scalable AI agents to power internal productivity and client-facing experiences.

We are looking for a Senior AI engineer who is equally comfortable building with zero/low-code tools in Microsoft Copilot Studio and delivering high-quality production code in C#/.NET and Python in cloud-native environments.

You will set engineering standards, build reusable frameworks and accelerators, coach colleagues, and ship working agents end-to-end. You will work closely with product development (“client journeys”), risk, security, and other technology and business stakeholders to ensure our agents are safe, reliable, cost-effective, and measurable in a regulated financial-services environment.

Responsibilities

• Define and own engineering standards for agent development across low code/zero code (e.g. Microsoft Copilot Studio) and high code (cloud-native, C#/.NET, Python), covering design patterns, testing, telemetry, security, and documentation
• Build reusable frameworks, SDKs, and templates for prompt management, tool/function orchestration, RAG, evaluation/guardrails, and observability with cost and rollback controls
• Support a centralized LiteLLM based access layer, including model routing, failover, caching, rate/cost optimization, and governance across Azure OpenAI and other providers
• Design and deliver production grade agents in Copilot Studio (incl. Power Platform integrations) and in highcode services using REST/gRPC, Azure components, and containers. Experience with Microsoft Agent Framework is preferred, ideally in C#/.NET
• Integrate agents with enterprise systems via standard MCP patterns, OpenAPI-based internal APIs, data platforms, Kafka, Microsoft 365/Graph, and secure auth (Entra ID, OAuth2, managed identities)
• Establish LLMOps practices: evaluation pipelines, prompt/version management, staged rollouts, hallucination reduction, safety defenses, and robust monitoring/incident response
• Partner with Risk/Compliance/Security to implement Responsible AI controls, data minimization, PII protection, boundary enforcement, and audit-ready documentation/change management
• Upskill colleagues through enablement sessions, guides, playbooks, solution reviews, and contributions to a Power Platform/Copilot Center of Excellence
• Collaborate across the product lifecycle: translate business needs into agent capabilities, define success metrics, iterate delivery, and own architecture docs, ADRs, roadmaps, and build vs. buy guidance

Your profile
We measure success by how quickly and reliably we can bring production ready agents to market, how much we improve their quality, safety, and grounding, and how effectively we reduce cost and latency through smart routing and optimization. Adoption of shared standards, frameworks, and SDKs and the ability to maintain audit ready documentation in a regulated environment are also key indicators.

Therefore, we have an expectation that the right candidates will have:

• 7+ years in software engineering, incl. 3+ years cloud development and 2+ years production LLM/agent work
• Strong coding in C#/.NET for enterprise services/SDKs/integrations and Python for AI orchestration, evaluation, and tooling
• Hands-on experience with Copilot Studio / Power Virtual Agents and Power Platform or an equivalent: prompt design, plugins, custom connectors, and applying enterprise governance/DLP
• Hands-on experience with both using and implementing Model Context Protocol (MCP) servers in a secure environment
• Solid understanding of agent architectures: tool/function calling, planning loops, multiagent patterns, and RAG with vector stores/Azure AI Search, grounding, and citations. Experience with A2A protocol and/or Agent Client Protocol would be advantageous
• LLMOps expertise: evaluation frameworks, golden sets, prompt regression, adversarial testing, content safety, and jailbreak/injection defenses
• CI/CD and reliability skills: GitHub/Azure DevOps, pipelines, Docker, observability (OpenTelemetry, Elastic, Prometheus/Grafana)
• Strong communicator able to mentor, set standards, and drive adoption across teams

It’s an advantage if you’ve worked with LiteLLM or similar gateways, Microsoft Fabric or Prompt Flow, and vector or graph databases. Experience in financial services and awareness of regulatory requirements is helpful, as is familiarity with evaluation and safety tools. Knowledge of Kubernetes, Kafka and low-latency architectures, strong API design skills, and experience with cost modeling and SRE practices for LLM workloads are also beneficial.

You will be working in a product-led, iterative way, with clear metrics and close collaboration across Engineering, Security, Risk/Compliance, and business teams. Our approach emphasizes secure and pragmatic technology choices, strong operational discipline, and in-office collaboration balanced with dedicated focus time for deep engineering work. You will be working with other highly skilled engineers in this space at the forefront of technology.

If you are passionate about building trustworthy AI agents at scale, enjoy working across low-code and high-code stacks, and want to raise the bar for how a global financial services organization adopts AI, we’d like to hear from you.

We get curious people invested in the world

When you work at Saxo, you become a Saxonian and part of a purpose-driven organisation, where good ideas are always taken seriously, and where you can make a true impact. We are invested in your development, and you can expect a robust career from day one when you join Saxo – no matter which role you take on.

You will join 2,500 other ambitious colleagues across 15 countries and become part of an international organisation. Working in Saxo, you will get to meet colleagues from many different cultures and backgrounds, and you should know that we value diversity and inclusion and see it as a genuine source of strength to drive growth, foster innovation and position us for long-term success.

We encourage an open feedback culture and supportive team environments enabling employees to grow and fulfil their career aspirations.

When you bring passion, curiosity, drive and team spirit, your learning journey will be dynamic and your career opportunities in Saxo will be immense.

At Saxo we don’t just offer a job – we offer an opportunity to invest in your future!

How to apply :

Click here to create an account and upload your resume and a short motivation. We look forward to getting to know you better!

Location: Headquarters