Quanteam UK is seeking an XVA/CCR Quantitative Developer with strong C++ skills to join our XVA, Counterparty Credit Risk, Collateral and Credit Quantitative Research team. The role focuses on building pricing models and libraries and working with the XVA desk, Risk and IT to implement robust, scalable solutions.
The position can be permanent or contract. Candidates should have excellent numerical methods experience, Monte Carlo simulation, multi-threading and distributed computing, plus clear
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XVA/CCR Quant Developer (C++) employer: Quanteam UK
Quanteam UK is an excellent employer, offering a dynamic work environment in the heart of London where innovation meets collaboration. Employees benefit from a culture that prioritises professional growth, with opportunities to work on cutting-edge technologies and participate in impactful projects within the financial sector. The company fosters a supportive atmosphere that encourages continuous learning and development, making it an ideal place for those looking to advance their careers in risk management and IT.
