Lead Developer – VP – XVA Technology

Citigroup; Greater London; Hybrid; GBP 62,000 - 102,000; Full time

Benefits offered by this job

Private medical care

Life insurance

Pension plan

Paid parental leave

27 days annual leave + bank holidays

Employee discounts

Learning and development resources

Employee assistance program

Job summary

Citigroup in London is seeking an experienced data engineer for the Equities Technology team to design and deliver production-grade analytics for front-office trading desks. You will work with traders and quants on real-time pricing, risk, and market-data analytics, supporting derivatives flow and exotics businesses.

The role emphasizes streaming analytics, cloud containers, and scalable architectures, with a hybrid work model (up to 2 days from home per week) in a technology-driven, globally

Qualifications

• Strong Python data engineering skills with Pandas, Parquet and speed-focused tooling.
• Experience with high-performance data stores and query engines (Trino, Snowflake).
• Familiarity with equities, options and futures concepts in finance.
• Evidence of using context engineering for AI-native solutions and software development.
• Degree in a quantitative field (engineering, math, physics or software).

Responsibilities

• Collaborate with traders, quants and structurers to deliver production-grade analytics.
• Build trading analytics and desk tools for Derivatives Flow, Delta 1 and Exotics.
• Productionise models and analytical workflows with traders and quants.
• Develop real-time pricing, risk and market data analytics for P&L and exposure monitoring.
• Create backtesting and simulation frameworks for equity derivatives.
• Build data pipelines for market and trade data and related analytics.
• Deliver tools for idea generation, volatility and flow analytics, hedging support.
• Improve desk tech stack with reusable libraries, APIs, and robust engineering practices.

Skills

Python

Pandas

Parquet

FastAPI

Jupyter

Airflow

Streamlit

Ray

Kafka

Flink

AWS

Azure

GCP

Docker

Kubernetes

Snowflake

Trino

Equities

Options

Futures

Context engineering

Education

Degree in Engineering / Applied Mathematics / Physics / Software Engineering

Tools

Trino

Snowflake

Kafka

Flink

Job description

Salary: £62,000 - 102,000 per year

Requirements:

• We require strong Python data engineering skills, including Pandas, Parquet, FastAPI, Jupyter, Airflow, Streamlit, and Ray.
• We require experience with high-performance data stores and query engines such as Trino and Snowflake.
• We require experience with financial concepts including Equities, Options, and Futures.
• We require demonstrable evidence of using agentic frameworks for software development and AI-native solutions using context engineering techniques.
• We require a degree in a quantitative subject such as Engineering, Applied Mathematics, Physics, or Software Engineering.
• We prefer experience with real-time streaming analytics technologies such as Kafka and Flink.
• We prefer experience with cloud and container technologies such as AWS, Azure, GCP, Docker, or Kubernetes.

Responsibilities:

• We work directly with traders, quants, and structurers to design and deliver production-grade tools for the front office.
• We build trading analytics and desk tools for the Derivatives Flow, Delta 1, and Exotics businesses.
• We partner with traders and quants to productionise models and analytical workflows.
• We build real-time pricing, risk, and market data analytics to support positions, Greeks, P&L, exposures, and execution monitoring.
• We develop backtesting and simulation frameworks for equity derivatives and structured products.
• We create data pipelines and services for market data, trade data, and derived analytics.
• We deliver tools for trade idea generation, volatility analysis, flow analysis, basket/index analytics, and hedging support.
• We improve the desk technology stack through reusable libraries, APIs, and robust engineering practices.
• We optimise performance, scalability, and reliability of quantitative applications.

Technologies:

• AI
• Airflow
• AWS
• Azure
• Cloud
• Docker
• FastAPI
• Flow
• Flink
• GCP
• Support
• Jupyter
• Kafka
• Kubernetes
• Python
• Snowflake
• pandas
• DevOps
• Network
• Quant

More:

We are Citi, and our Tech team is helping redefining global finance at scale, supporting a business that moves $5 trillion daily across 180+ countries. Our Equities Technology organisation is undergoing a bold multi-year transformation to build a best-in-class global platform across execution, prime, clearing, and cross-product margining, and our front-office quantitative development team supports the Derivatives Flow, Delta 1, and Exotics desks. This full-time role is based in London, England, United Kingdom, with a hybrid working model of up to 2 days working from home per week. We offer a business casual workplace, a competitive annual salary review, a discretionary performance bonus, private medical care and life insurance, an employee assistance program, a pension plan, paid parental leave, 27 days annual leave plus bank holidays, learning and development resources, and employee discounts. We are committed to inclusion, flexibility, mentorship, and continuous learning so our people can thrive.

last updated 36 week of 2026