Rodeo
ResourcesPartnersSign in

Citi

Lead Software Engineer (XVA) - VP

London
Posted 2 days ago
Sign up to applySee more jobs like this

How your CV stacks up

1Upload CV
2Analyse CV
3Improve CV

Upload your CV to see how well it fits this job role

?%

Lead Software Engineer (XVA) - VP

Lead Software Engineer - XVA Technology (Vice President Level) | Citi London

About the Role

Join Citi’s XVA Technology team in London as a Lead Software Engineer at Vice President level, shaping the future of AI-driven software engineering on a global scale. This high-impact role sits at the intersection of advanced software development and intelligent innovation, reserved for engineers who can set an autonomous technical agenda and deliver cutting-edge solutions—award-winning systems that redefine how XVA risk is calculated and managed.

You will work alongside top-tier engineers and cross-functional partners to architect, build, and deploy scalable systems that leverage AI to automate, optimise, and accelerate critical processes. Your work will influence enterprise risk, regulatory compliance, and global operations—where technical excellence directly impacts business outcomes.


Key Responsibilities

  • Software Architecture & Development

    • Design, build, and maintain scalable, high-performance software solutions for XVA risk systems.
    • Write, review, and maintain production-quality code while ensuring alignment with enterprise architecture standards.
  • AI & Machine Learning Integration

    • Develop and deploy AI/ML tooling within core XVA workflows.
    • Apply Generative AI to automate processes, improve analytical accuracy, and boost productivity.
    • Translate ML models into production-ready applications that deliver measurable business impact.
  • End-to-End Project Leadership

    • Take full ownership of critical global technology projects from design to delivery.
    • Lead initiatives with confidence, managing timelines, dependencies, and stakeholder expectations.
    • Facilitate Agile practices—including sprint planning, daily stand-ups, and retrospectives—ensuring cross-functional teams stay focused and unblocked.
  • Business-Centric Technology Delivery

    • Translate complex business requirements (from Risk, Operations, and Technology) into functional specifications and scalable solutions.
    • Ensure solutions adhere to regulatory frameworks (e.g. FRTB, Netted CVA), proactively mitigating risks.

Reasons to use Rodeo

I’m in my final year doing Economics and I don’t know whether to apply for grad schemes now or do a masters first. What do you think?

Honest answer — it depends on where you want to end up. A lot of top grad schemes (Big 4, civil service, banking) don’t need a masters. Let’s look at the ones you’d be competitive for now, and we can decide if a masters actually adds anything.

Also worth knowing: most autumn 2026 applications are open now. Timing matters more than you think.

Start with a chat, not a search bar

Grad scheme, placement, apprenticeship? Not sure what you want yet — that's fine. Your agent talks it through with you and turns "I have no idea" into a shortlist.

P

Graduate Consultant — 2026 Scheme

PwC·London, UK
£35,000/yr

Why you're a good match

Strong

Your economics background and your summer at a regional bank line up with what PwC looks for on the consulting scheme. Applications close in four weeks.

See breakdown
Save jobNot relevant
View details

It searches the market for you

Every day your agent scans the market matching roles against what actually matters to you, not just keywords on a CV.

Why you're a good match

You’ve got the grades and the economics background, and your bank internship is exactly the experience this scheme looks for. Apply soon — deadlines close within the month.

See breakdown
Strong

Experience fit

Your summer at the bank plus your econometrics coursework map directly to the day-one responsibilities on this scheme — client modelling, market briefings, and deal support.

See breakdown
Strong

Only hits

No noise. No "maybe this fits." Just roles with a clear explanation of why they're right — and where to focus when applying.

  • Technical Governance & Mentorship
    • Define project scope and TLAs (TCLAs, terms like communications, etc. refined to TLAs relevant here), and advocate for best practices in scalability, performance, and compliance.
    • Mentor engineers and analysts, fostering modern development practices and AI tooling adoption.
    • Share technical knowledge, driving quality while growing team capabilities.

Required Qualifications & Technical Expertise

  • Technical Leadership: VP-level experience (or equivalent) as a senior software engineer, with a track record delivering production-grade systems in financial services.

  • Core Languages & Tools: Proficiency in Python or Java; practical experience in distributed systems, microservices architecture, and scalable data processing.

  • AI/ML Expertise: Hands-on experience building and deploying AI/ML solutions in production environments, with a commercial understanding of Generative AI tooling.

  • Industry-Specific Knowledge: Strong grasp of XVA (X-Value Adjustment), market risk, **regulatory frameworks (FRTB, Netted CVA)', and embedded-play insights into trading/risk workflows.

  • Business & Stakeholder Alignment: Strong communication skills—ability to explain technical concepts to non-technical audiences and align stakeholders.

  • Education: Bachelor’s degree in Computer Science, Engineering, or related field.


Nice-to-Haves (Beneficial Skills)

  • Leadership in AI/Automation: Experience leading AI-driven automation initiatives in finance (softkill untranslatable—rewritten downhill), including:
    • Evaluating ML/AI tooling for risk analytics, trading systems, or regulatory reporting.
    • Measuring productivity impacts from automation projects.
  • Cloud & DevOps: Familiarity with AWS/Azure/GCP, containers, CI/CD pipelines, and Infrastructure as Code (IaC).
  • Advanced Degree: Master’s degree in Computer Science, Finance, or related field.
  • Certifications: Any of the following are a plus:
    • PMP (Project Management)
    • CSM (Certified ScrumMaster)
    • AI/ML credentials (e.g. Azure ML/AWS SageMaker)

Get help with your application

Your very own career expert that helps elevate your application to the next level.

Get help applying for this job

What We Offer

  • Hybrid Work Model: Business casual with up to 2 days remote work per week.
  • Competitive Salary & Bonuses: Annually reviewed base salary + *discretionary bonus.
  • Employee Benefits:
    • 27 days annual leave (plus bank holidays)
    • Private Medical Insurance & Life Cover
    • Employee Assistance Programs
    • Pension Plans
    • Paid Parental Leave
    • Employee family/friend discounts (exclusive access)
  • Learning & Development: Citi invests in your growth with access to upskilling resources, mentorship, and career advancement.

At Citi, diversity fuels innovation. We welcome candidates from all backgrounds, where candidates will thrive in a psychologically safe workplace that celebrates individuality. Citi is equal-opportunity, adhering to global D&I policies ( situated and globally inclusive).


#LI-AP2 | Cybersecurity | Salary Min: Competitive VP | Candidates are expected to meet full-time demands at our London HQ.


Contact Recruitment for Complementary Guidance

Citi is an equal opportunity employer. We consider all qualified applicants without discrimination as per Citi EEO Policy and mandated regulation. For disability-related accommodations, please visit Accessibility at Citi, support.

Key Certifications: PMP, CSM, AI/ML credentials, CISSP (optional)

Trusted by 25,000+ job seekers

“It took my CV and asked me questions relevant to understanding what kind of jobs to suggest for me. Suggestions were almost perfect. Jobs were exactly what I’ve been looking for.”

Jessica, London

Get help applying for this job

Skills

Python
Java
Generative AI
Machine Learning
XVA
Market Risk
Distributed Systems
Microservices Architecture
Agile Delivery
Software Architecture
FRTB
Netted CVA
CI/CD
Cloud Platforms
DevOps
Project Management

Location

London, England, United Kingdom

Sign up to applySee more jobs like this