IT & Software

Lead Software Engineer (XVA) - VP

Citigroup

London · Greater London · United Kingdom

Overview

In this Lead Software Engineer role, you will design and deliver scalable, production-grade software for XVA risk at a global bank. You will integrate AI and ML into core risk workflows, driving technical agendas across cross-functional teams. You’ll own projects end-to-end, balance business needs with regulatory requirements, and mentor engineers to raise capability in modern engineering and AI tooling. This is a hands-on, high-impact opportunity to shape risk analytics at scale and work with senior partners to redefine XVA risk management.

Pay / Benefits
  • 27 days annual leave (plus bank holidays)
  • discretionary annual bonus
  • private medical care & life insurance
  • Employee Assistance Program
  • pension plan
  • paid parental leave
Responsibilities
  • Design, build, and maintain scalable XVA risk software meeting enterprise standards
  • Embed AI/ML into core XVA workflows to automate processes and improve analytics
  • Own projects end-to-end from design to production release, coordinating with engineering, business, and ops
  • Lead technology projects, manage timelines and dependencies, keep team unblocked
  • Translate business requirements into clear specifications and working software
  • Drive Agile delivery across cross-functional, distributed teams
  • Ensure solutions meet regulatory/compliance requirements and proactively manage risks
  • Mentor engineers and analysts, raise quality and modern engineering practices
Key requirements
  • Extensive hands-on software engineering at VP level or equivalent
  • Strong Python or Java, production-grade systems in financial services
  • Hands-on AI/ML in production environments with Generative AI tooling potential
  • Ability to independently drive a technical agenda and architectural decisions
  • Knowledge of distributed systems, microservices, and scalable data processing
  • Domain knowledge in XVA, market risk, or related regulatory frameworks such as FRTB or Netted CVA
  • Clear communication to technical and non-technical stakeholders
  • Bachelor's degree in Computer Science, Engineering, or related discipline
  • Excellent communication skills with non-technical audiences
  • Strategic thinking and ability to drive a technical agenda
  • Mentorship and team leadership by example
  • Python or Java proficiency
  • Production AI/ML in financial services
  • Generative AI tooling for engineering workflows

Reference: WJ-747_30167530

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