LOG IN
SIGN UP
Canary Wharfian - Online Investment Banking & Finance Community.
Sign In
or continue with e-mail and password
Forgot password?
Don't have an account?
Create an account
or continue with e-mail and password
By signing up, you agree to our Terms & Conditions and Privacy Policy.

XVA - Lead Software Engineer

ExperiencedNo visa sponsorship
Citi logo

at Citi

Bulge Bracket Investment Banks

Posted 4 days ago

No clicks

XVA - Lead Software Engineer | Citi London (Hybrid) **Role**: Lead the development of XVA risk systems, incorporate AI/ML for automation, and drive technical projects from design to production. **Responsibilities**: - Design, build, and maintain scalable software solutions - Integrate AI/ML for process automation and improved analytics - Lead end-to-end project ownership and ensure alignment with enterprise architecture standards - Collaborate with stakeholders to translate complex requirements into working software - Mentor engineers and analysts, fostering team capability in modern engineering practices and AI tooling **Skills & Experience**: - Extensive software engineering experience (Vice President level) with expertise in Python or Java - Proven AI/ML experience in a production environment - Strong domain knowledge in XVA, market risk, or related regulatory frameworks - Solid understanding of distributed systems, microservices, and scalable data processing - Proven ability to own and drive a technical agenda **Benefits**: - Competitive base salary and discretionary bonus - Private medical care and life insurance - Pension plan and paid parental leave - Special employee discounts and learning & development opportunities

Compensation
Not specified GBP

Currency: £ (GBP)

City
London
Country
United Kingdom

Full Job Description

XVA - Lead Software Engineer

Apply (opens in new window)
Save

Job Req Id:

26971372

Location(s):

London, England, United Kingdom

Job Type:

Hybrid

Posted:

Juni. 11, 2026

Discover your future at Citi

Working at Citi is far more than just a job. A career with us means joining a team of more than 230,000 dedicated people from around the globe. At Citi, youll have the opportunity to grow your career, give back to your community and make a real impact.

Job Overview

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.

What well provide you

By joining Citi, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed), and enjoy a whole host of additional benefits such as:

  • 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

Visit our About Us | Culture, Values & Benefits page to learn more. (opens in new window)

Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self, every day. We want the best talent around the world to be energized to join us, motivated to stay and empowered to thrive.

#LI-AP2

------------------------------------------------------

Job Family Group:

Technology

------------------------------------------------------

Job Family:

Applications Development

------------------------------------------------------

Time Type:

Full time

------------------------------------------------------

Most Relevant Skills

Please see the requirements listed above.

------------------------------------------------------

Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

------------------------------------------------------

Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi (opens in new window).

View Citis EEO Policy Statement (opens in new window) and the Know Your Rights (opens in new window) poster.

Apply (opens in new window)
Save

XVA - Lead Software Engineer

Compensation

Not specified GBP

City: London

Country: United Kingdom

Citi logo
Bulge Bracket Investment Banks

4 days ago

No clicks

at Citi

ExperiencedNo visa sponsorship

XVA - Lead Software Engineer | Citi London (Hybrid) **Role**: Lead the development of XVA risk systems, incorporate AI/ML for automation, and drive technical projects from design to production. **Responsibilities**: - Design, build, and maintain scalable software solutions - Integrate AI/ML for process automation and improved analytics - Lead end-to-end project ownership and ensure alignment with enterprise architecture standards - Collaborate with stakeholders to translate complex requirements into working software - Mentor engineers and analysts, fostering team capability in modern engineering practices and AI tooling **Skills & Experience**: - Extensive software engineering experience (Vice President level) with expertise in Python or Java - Proven AI/ML experience in a production environment - Strong domain knowledge in XVA, market risk, or related regulatory frameworks - Solid understanding of distributed systems, microservices, and scalable data processing - Proven ability to own and drive a technical agenda **Benefits**: - Competitive base salary and discretionary bonus - Private medical care and life insurance - Pension plan and paid parental leave - Special employee discounts and learning & development opportunities

Full Job Description

XVA - Lead Software Engineer

Apply (opens in new window)
Save

Job Req Id:

26971372

Location(s):

London, England, United Kingdom

Job Type:

Hybrid

Posted:

Juni. 11, 2026

Discover your future at Citi

Working at Citi is far more than just a job. A career with us means joining a team of more than 230,000 dedicated people from around the globe. At Citi, youll have the opportunity to grow your career, give back to your community and make a real impact.

Job Overview

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.

What well provide you

By joining Citi, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed), and enjoy a whole host of additional benefits such as:

  • 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

Visit our About Us | Culture, Values & Benefits page to learn more. (opens in new window)

Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self, every day. We want the best talent around the world to be energized to join us, motivated to stay and empowered to thrive.

#LI-AP2

------------------------------------------------------

Job Family Group:

Technology

------------------------------------------------------

Job Family:

Applications Development

------------------------------------------------------

Time Type:

Full time

------------------------------------------------------

Most Relevant Skills

Please see the requirements listed above.

------------------------------------------------------

Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

------------------------------------------------------

Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi (opens in new window).

View Citis EEO Policy Statement (opens in new window) and the Know Your Rights (opens in new window) poster.

Apply (opens in new window)
Save