Lead Software Engineer – XVA (AI)

About the role

Citi’s XVA Technology team in London is seeking a Lead Software Engineer at Vice President level to drive AI‑enabled innovation in XVA risk systems. You will work on high‑impact, production‑grade software that shapes how global market risk is calculated and managed.

Key responsibilities

• Design, develop and maintain scalable, high‑performance software for XVA risk calculations.
• Integrate AI and Machine Learning, including Generative AI tools, into core XVA workflows to automate processes and improve analytical accuracy.
• Own end‑to‑end delivery of technology projects, coordinating with engineering, risk, operations and technology partners.
• Lead Agile delivery practices, facilitate sprint ceremonies and ensure timely releases.
• Translate complex business requirements into functional specifications and production‑ready code.
• Ensure solutions meet regulatory and compliance standards while managing technical risks.
• Mentor junior engineers and promote modern engineering and AI tooling practices.

Required profile

• Extensive hands‑on software engineering experience at a senior (VP) level.
• Proven ability to set and drive technical agendas independently.
• Strong communication skills to work with cross‑functional business and technology stakeholders.

Required skills

• Python programming
• Artificial Intelligence / Machine Learning
• Generative AI tooling
• Agile development methodologies

What we offer

• Opportunity to work on global‑scale financial technology.
• Collaborative environment with high‑calibre engineers.
• Career growth within a leading global bank.