XVA Lead Software Engineer

Salary: £62,000 - 102,000 per year

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.
• Bachelors degree in Computer Science, Engineering, or a related discipline.
• 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.
• Masters 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.

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.

Technologies:

• AI
• AWS
• Azure
• CI/CD
• Cloud
• DevOps
• Embedded
• GCP
• Java
• Machine Learning
• Python
• microservices
• Architect

More:

We are Citi, and our XVA Technology team in London is looking for a Lead Software Engineer at Vice President level. This is a hands-on role at the intersection of advanced software engineering and AI-driven innovation, where we build production systems, embed intelligent tooling, and deliver high-impact solutions at global scale. You will work alongside high-calibre engineers and engaged business partners to help redefine how XVA risk is calculated and managed globally. We offer a business casual workplace with a hybrid working model of up to 2 days working at home per week, a competitive base salary reviewed annually, 27 days of annual leave plus bank holidays, a discretionary performance-related bonus, private medical care and life insurance, an employee assistance program, a pension plan, paid parental leave, employee discounts, and access to extensive learning and development resources. We are committed to an inclusive environment where everyone can come to work as their whole self and thrive.

last updated 33 week of 2026