Senior Technology Lead, XVA Data Engineering & AI Enablement - SVP
Core
Define and execute the target-state architectural vision for Citi's cross-asset X-Value Adjustment (XVA) valuation, risk, and stress testing platforms, spearheading modernization of pricing and risk calculation pipelines using high-performance distributed systems and AI/LLM-enabled software engineering.
Role type
SVP / Senior Technology Lead & AI Enablement
Builds
Next-generation real-time valuation frameworks, mission-critical pricing and risk calculation pipelines, and Agentic AI workflows for trade lifecycle reconciliations and stress testing.
Domain
Financial Services / Quantitative Risk & Valuation / Distributed Systems / AI Engineering
Deliverable
production ML models
Required skills
Java (Spring Boot), Python (AsyncIO, NumPy, Pandas), Distributed Systems Architecture, Apache Kafka, Cloud Infrastructure (AWS/GCP/OpenShift), MLOps, Agentic AI & Multi-Agent Systems, Legacy Modernization, Regulatory Compliance (Basel III/IV, FRTB)
Preferred skills
Experience with vector stores, Generative AI for code reasoning, Semantic code search
Technologies
Java, Spring Boot, Python, Apache Kafka, AWS, GCP, Red Hat OpenShift, Docker, Kubernetes, MLflow, Hazelcast, Redis, Apache Ignite
Responsibilities
Define multi-year architecture blueprint for global XVA platform; Architect high-throughput distributed caching and messaging backbones; Lead delivery of cross-asset XVA technology programs and migration of stress testing engines; Act as primary technical partner to Quantitative Analysts translating mathematical models into scalable software; Lead cross-functional engineering pods using scaled Agile methodologies; Implement end-to-end MLOps pipelines for model tracking and governance.
Seniority
SVP, Strategic Leadership & Hands-on Architecture