XVA Lead Software Engineer ML, AI 🏆

About this role

This role involves designing and building scalable software systems for XVA risk calculations at Citigroup's London office, with responsibilities spanning code development, system architecture, and technical leadership of AI/ML initiatives in financial services. The ideal candidate has production experience in Python or Java, demonstrated ability to deliver systems in financial environments, and can independently drive technical decisions while communicating complex concepts to non-technical stakeholders. A standout requirement is domain expertise in XVA, market risk, or regulatory frameworks such as FRTB, combined with hands-on experience deploying machine learning solutions in production environments.

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