Lead Software Engineer (XVA) - VP in London

Lead Software Engineer (XVA) - VP in London

London Full-Time 80000 - 100000 £ / year (est.) No working from home possible
Citigroup, Inc.

At a Glance

  • Tasks: Lead innovative software projects and integrate AI solutions in a dynamic financial environment.
  • Company: Join Citi's cutting-edge XVA Technology team in London.
  • Benefits: Enjoy 27 days annual leave, competitive salary, and professional development opportunities.
  • Other info: Collaborate with top engineers and engage in exciting, high-impact projects.
  • Why this job: Make a global impact with your code and ideas in a high-stakes role.
  • Qualifications: Strong software engineering background with expertise in Python or Java and AI solutions.

The predicted salary is between 80000 - 100000 £ per year.

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.

This job description provides a high‑level review of the types of work performed. Other job‑related duties may be assigned as required.

Benefits

27 days annual leave (plus

Citigroup, Inc.

Contact Details:

Citigroup, Inc. Recruitment Team

We think you need these skills to ace Lead Software Engineer (XVA) - VP in London

Python
Java
AI Solutions Development
Machine Learning
Generative AI Tooling
Software Engineering
Distributed Systems