Citi

Lead Software Engineer (XVA) - VP

Citi
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2 months ago
London, United KingdomStaff+

Responsibilities

  • Design, build, maintain, and review production-quality software for scalable XVA risk systems.
  • Build and integrate production AI and machine learning solutions, including generative AI tooling, into XVA workflows.
  • Own technology projects from design through production release and coordinate engineering, business, and operations teams.
  • Lead project delivery by managing scope, timelines, dependencies, stakeholders, and technical or delivery risks.
  • Translate complex requirements into functional specifications, solution designs, and working software.
  • Drive Agile delivery practices across distributed cross-functional teams, including planning, stand-ups, retrospectives, and release coordination.
  • Ensure solutions meet regulatory and compliance requirements for market risk technology.
  • Mentor engineers and analysts, establish quality standards, and build team capability.

Requirements

  • Extensive hands-on software engineering experience at Vice President level or equivalent in a financial services environment.
  • Strong foundation in Python or Java and experience delivering production-grade systems.
  • Hands-on experience building and deploying AI or machine learning solutions in production.
  • Ability to set a technical agenda, make architectural decisions, and independently manage project outcomes.
  • Understanding of distributed systems, microservices architecture, and scalable data processing.
  • Knowledge of XVA, market risk, or related regulatory frameworks such as FRTB or Netted CVA.
  • Ability to communicate complex technical concepts to non-technical audiences and align diverse stakeholders.
  • Bachelor’s degree in Computer Science, Engineering, or a related discipline.
  • Experience leading AI or automation initiatives in financial services is beneficial.
  • Familiarity with AWS, Azure, or GCP and DevOps practices is beneficial.
  • A master’s degree, PMP, CSM, or AI/ML certifications are advantageous.
  • Experience applying AI or automation to risk analytics, trading systems, or regulatory reporting is beneficial.

Benefits

  • Hybrid working model with up to 2 days working from home per week.
  • 27 days of annual leave plus bank holidays.
  • Discretionary annual performance-related bonus.
  • Private medical care and life insurance.
  • Employee Assistance Program.
  • Pension plan.
  • Paid parental leave.
  • Employee, family, and friends discounts.
  • Access to learning and development resources.
  • Full-time position.
Citi

About Citi

10,000+ employees

Citi is a public financial-services company offering consumer and institutional banking, credit cards, wealth management, treasury and trade solutions, and capital-markets services. It serves individuals, corporations, financial institutions, and governments in more than 160 countries and jurisdictions, earning interest and fee income from lending, payments, trading, and advisory. Founded in 1812 and headquartered in New York, it trades on the NYSE under the ticker C.

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