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Full-time
bachelor degree, postgraduate degree
27 Days Annual Leave, Bank Holidays, Discretional Annual Performance Related Bonus, Private Medical Care, Life Insurance, Employee Assistance Program
Posted 36d ago
~40 hrs/week
Responsibilities
Design and maintain scalable high-performance software for XVA risk systems while integrating AI and Machine Learning to automate workflows. Lead end-to-end technology projects, managing stakeholders and mentoring engineers to improve team capability.
Requirements
Requires extensive software engineering experience at a VP level with proficiency in Python or Java and a track record of deploying AI/ML solutions in financial services. Must possess deep domain knowledge in XVA or market risk and a bachelor's degree in Computer Science or a related field.
Full job description
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 we’ll 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
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.
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.
Citi's mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress. Our core activities are safeguarding assets, lending money, making payments and accessing the capital markets on behalf of our clients. We have over 200 years of experience helping our clients meet the world's toughest challenges and embrace its greatest opportunities. We are Citi, the global bank – an institution connecting millions of people across hundreds of countries and cities.
For information on Citi’s commitment to privacy, visit on.citi/privacy.
Offices: 388 Greenwich Street, New York, New York 10013, US · Locations in over 100 countries, http://www.citigroup.com/citi/global/index.htm, 10022, US · 5900 Hurontario St, Mississauga, ON L5R 0B8, CA · 165 Jalan Ampang, Kuala Lumpur, Federal Territory of Kuala Lumpur 50450, MY · Calle 62C O, Panama City, Panama, PA
BankingCommercial BankingInvestment BankingWealth ManagementCredit CardsCapital MarketsEquity and Fixed Income ResearchConsumer LendingCash Managementand Transaction Services
Citi's mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress. Our core activities are safeguarding assets, lending money, making payments and accessing the capital markets on behalf of our clients. We have over 200 years of experience helping our clients meet the world's toughest challenges and embrace its greatest opportunities. We are Citi, the global bank – an institution connecting millions of people across hundreds of countries and cities.
For information on Citi’s commitment to privacy, visit on.citi/privacy.
Offices: 388 Greenwich Street, New York, New York 10013, US · Locations in over 100 countries, http://www.citigroup.com/citi/global/index.htm, 10022, US · 5900 Hurontario St, Mississauga, ON L5R 0B8, CA · 165 Jalan Ampang, Kuala Lumpur, Federal Territory of Kuala Lumpur 50450, MY · Calle 62C O, Panama City, Panama, PA
BankingCommercial BankingInvestment BankingWealth ManagementCredit CardsCapital MarketsEquity and Fixed Income ResearchConsumer LendingCash Managementand Transaction Services