XVA - Lead Software Engineer

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.

Responsibilities

• 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.
• 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.
• 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.
• Lead and run technology projects with confidence, managing timelines, dependencies, and stakeholder expectations while keeping the engineering team focused and unblocked.
• Translate complex business requirements from Risk, Operations, and Technology partners into clear functional specifications, well‑structured solution designs, and working software.
• Drive Agile delivery practices across cross‑functional and distributed teams, facilitating sprint planning, stand‑ups, retrospectives, and release coordination.
• 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.
• Mentor engineers and analysts, sharing technical knowledge, setting quality standards, and building team capability — particularly in modern engineering practices and AI tooling.

Required Qualifications & Skills

• 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.
• 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.
• Ability to independently own and drive a technical agenda — setting direction, making architectural decisions, and managing project outcomes without requiring close oversight.
• Solid understanding of distributed systems, microservices architecture, and scalable data processing, with the ability to make and defend architectural decisions under real‑world constraints.
• 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.
• Clear, confident communication skills — able to present complex technical concepts to non‑technical audiences and align diverse stakeholders around a shared project plan.
• Bachelor's degree in Computer Science, Engineering, or a related discipline.

Beneficial Skills & Qualifications

• Experience leading AI or automation initiatives within a financial services engineering team, including tooling evaluation, integration, and measuring productivity outcomes.
• Familiarity with cloud platforms (AWS, Azure, or GCP) and DevOps practices including containerisation, CI/CD pipelines, and infrastructure as code.
• Master's degree in Computer Science, Finance, or a related field; professional certifications such as PMP, CSM, or AI/ML credentials are a plus.
• Prior experience applying AI or automation specifically within risk analytics, trading systems, or regulatory reporting workflows.

Benefits

• Competitive base salary, annually reviewed
• 27 days annual leave (plus bank holidays)
• Discretionary annual performance related bonus
• Private Medical Care & Life Insurance
• Employee Assistance Program
• Pension Plan
• Paid Parental Leave
• Special discounts for employees, family, and friends
• Access to an array of learning and development resources