XVA – Lead Software Engineer

Job Description

Join Citi's XVA Technology team in London as a Lead Software Engineer at Vice President level, and take on a role at the intersection of advanced software engineering and AI-driven innovation — at a firm where your code, your decisions, and your ideas operate at global scale. This role is built for a hands‑on engineer with deep AI and software development expertise who can independently set and drive a technical agenda — building production systems, embedding intelligent tooling, and owning project outcomes across a complex, high-impact domain. You will work alongside high‑calibre engineers and engaged business partners to architect, build, and deliver solutions that redefine how XVA risk is calculated and managed globally.

nResponsibilitiesn

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• Design, build, and maintain scalable, high-performance software solutions for XVA risk systems, writing and reviewing production-quality code while ensuring alignment with enterprise architecture standards.

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• Build and integrate AI and Machine Learning solutions into core XVA workflows — applying Generative AI tooling to automate processes, improve analytical accuracy, and measurably accelerate engineering output.

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• Take end‑to‑end ownership of technology projects — from initial design and development through to production release — coordinating across engineering, business, and operations teams to keep projects on track.

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• Lead and run technology projects with confidence, managing timelines, dependencies, and stakeholder expectations while keeping the engineering team focused and unblocked.

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• Translate complex business requirements from Risk, Operations, and Technology partners into clear functional specifications, well‑structured solution designs, and working software.

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• Drive Agile delivery practices across cross‑functional and distributed teams, facilitating sprint planning, stand‑ups, retrospectives, and release coordination.

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• Define project scope and ensure all solutions meet regulatory and compliance requirements, proactively identifying and resolving technical and delivery risks across market risk technology projects.

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• Mentor engineers and analysts, sharing technical knowledge, setting quality standards, and building team capability — particularly in modern engineering practices and AI tooling.

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nRequired Qualifications & Skillsn

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• Extensive hands‑on software engineering experience at Vice President level or equivalent, with a strong foundation in Python or Java and a track record of delivering production‑grade systems in a financial services environment.

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• Hands‑on experience building and deploying AI or Machine Learning solutions in a production environment, with the ability to identify where Generative AI tooling can be embedded to measurably improve engineering workflows and analytical capabilities.

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• Ability to independently own and drive a technical agenda — setting direction, making architectural decisions, and managing project outcomes without requiring close oversight.

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• Solid understanding of distributed systems, microservices architecture, and scalable data processing, with the ability to make and defend architectural decisions under real‑world constraints.

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• Domain knowledge in XVA (X‑Value Adjustment), market risk, or related regulatory frameworks such as FRTB or Netted CVA, with the ability to engage credibly with both technical and business stakeholders.

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• Clear, confident communication skills — able to present complex technical concepts to non‑technical audiences and align diverse stakeholders around a shared project plan.

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• Bachelor's degree in Computer Science, Engineering, or a related discipline.

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nBeneficial Skills & Qualificationsn

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• Experience leading AI or automation initiatives within a financial services engineering team, including tooling evaluation, integration, and measuring productivity outcomes.

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• Familiarity with cloud platforms (AWS, Azure, or GCP) and DevOps practices including containerisation, CI/CD pipelines, and infrastructure as code.

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• Master's degree in Computer Science, Finance, or a related field; professional certifications such as PMP, CSM, or AI/ML credentials are a plus.

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• Prior experience applying AI or automation specifically within risk analytics, trading systems, or regulatory reporting workflows.

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nWhat we’ll provide youn

By joining Citi, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed), and enjoy a whole host of additional benefits such as:

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• 27 days annual leave (plus bank holidays)

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• A discretional annual performance related bonus

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• Private Medical Care & Life Insurance

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• Employee Assistance Program

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• Pension Plan

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• Paid Parental Leave

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• Special discounts for employees, family, and friends

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• Access to an array of learning and development resources

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Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

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If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity, please review Accessibility at Citi.

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View Citi’s EEO Policy Statement and the Know Your Rights poster.

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