Lead Software Engineer – XVA (AI)

About the role

Join Citi’s XVA Technology team in London as a Lead Software Engineer at Vice President level. You will work at the intersection of advanced software engineering and AI‑driven innovation, building production‑grade systems that calculate and manage XVA risk on a global scale.

Key responsibilities

• Design, develop and maintain scalable, high‑performance software for XVA risk systems, ensuring compliance with enterprise architecture standards.
• Integrate AI and Machine Learning solutions, including Generative AI tools, into core XVA workflows to automate processes and improve analytical accuracy.
• Own end‑to‑end delivery of technology projects, from design through production release, coordinating with engineering, risk, operations and technology partners.
• Lead project planning, manage timelines, dependencies and stakeholder expectations while keeping the engineering team focused and unblocked.
• Translate complex business requirements into functional specifications, solution designs and production‑ready code.
• Drive Agile delivery practices across distributed teams, facilitating sprint ceremonies and release coordination.
• Ensure all solutions meet regulatory and compliance requirements and proactively mitigate technical risks.
• Mentor junior engineers and analysts, promoting modern engineering practices and AI tooling.

Required profile

• Extensive hands‑on software engineering experience at Vice President level or equivalent.
• Strong foundation in Python development.
• Proven experience delivering AI/ML solutions in a production environment.
• Demonstrated ability to lead complex technology projects and work with cross‑functional stakeholders.

Required skills

• Python
• Artificial Intelligence (AI)
• Machine Learning
• Generative AI tooling
• Agile development methodologies