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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.
Job Responsibility
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
Requirements
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
Nice to have
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
What we offer
27 days annual leave (plus bank holidays)
A discretional 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