At a Glance
- Tasks: Design and optimise low-latency C++ XVA analytics in a fast-paced environment.
- Company: Leading financial institution focused on innovation and collaboration.
- Benefits: Competitive salary, performance bonus, private medical insurance, and 25 days annual leave.
- Why this job: Join a dynamic team and make a real impact in counterparty risk analytics.
- Qualifications: Expert-level C++ skills and experience in XVA models and production environments.
- Other info: Diverse and inclusive workplace with excellent training and development opportunities.
The predicted salary is between 36000 - 60000 £ per year.
Role: XVA Quant Developer (C++ / Low Latency)
Who We Are Looking For (Ideal Experience)
- Experienced XVA Quant Developer with strong exposure to counterparty risk (CVA, DVA, FVA, MVA).
- Background in front-office or risk quantitative teams within an investment bank or top-tier financial institution.
- Proven experience working on pricing, exposure, or XVA analytics in production environments.
- Comfortable operating close to trading, risk, and technology stakeholders.
- Expert-level C++ with a focus on low-latency and high-performance systems.
- Strong understanding of XVA models, exposure simulation, and valuation methodologies.
- Experience with large-scale Monte Carlo frameworks and numerical methods.
- Familiarity with Python for prototyping, analytics, or tooling is advantageous.
- Solid grasp of software engineering best practices in production quant libraries.
- Able to work under pressure in a fast-paced front-office environment.
- Strong communicator, capable of translating quantitative concepts to non-quants.
- Proactive problem-solver with a focus on delivery and robustness.
- Collaborative mindset when working across quant, trading, risk, and IT teams.
Your Ideal Personality Traits
- Detail-oriented with a strong sense of ownership.
- Curious and driven to continuously improve models and systems.
- Pragmatic, balancing theoretical rigour with real-world constraints.
- Confident working autonomously while contributing to team objectives.
Your Responsibilities
- Design, implement, and optimise low-latency C++ XVA analytics in a production environment.
- Enhance exposure and valuation frameworks supporting CVA, FVA, MVA, and related metrics.
- Work closely with traders, risk managers, and technology teams to deliver robust solutions.
- Maintain and improve the performance, scalability, and stability of XVA libraries.
- Support model validation, regulatory requirements, and ongoing platform enhancements.
Benefits & Inclusion
We offer a competitive UK-aligned package, including:
- Competitive salary and performance bonus
- Private medical insurance, including mental health support
- Pension
- 25 days annual leave
- Schemes: Cycle to work, Perks at work, Home and tech
- Training and development opportunities
We are committed to a diverse and inclusive workplace where all individuals are respected and valued. We welcome applicants from every background and uphold equality across all characteristics. Diversity drives innovation and strengthens our ability to deliver exceptional results. Our aim is an environment where everyone can thrive and contribute to collective success.
XVA Quantitative Developer employer: Quanteam UK
Contact Detail:
Quanteam UK Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land XVA Quantitative Developer
✨Network Like a Pro
Get out there and connect with folks in the industry! Attend meetups, webinars, or even just grab a coffee with someone who’s already in the role you want. We can’t stress enough how valuable personal connections can be in landing that dream job.
✨Show Off Your Skills
Don’t just talk about your experience; demonstrate it! Create a portfolio showcasing your C++ projects or any XVA analytics work you've done. We love seeing practical examples of your skills in action, so make sure to highlight them when you get the chance.
✨Ace the Interview
Prepare for those tricky interview questions by practising your responses. Brush up on your knowledge of XVA models and be ready to discuss how you’ve tackled challenges in past roles. We want to see your problem-solving skills shine through!
✨Apply Through Our Website
When you find a role that fits, apply directly through our website! It shows you're genuinely interested and makes it easier for us to track your application. Plus, we love seeing candidates who take that extra step to engage with us directly.
We think you need these skills to ace XVA Quantitative Developer
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your experience with XVA models and C++. We want to see how your background aligns with the role, so don’t be shy about showcasing your skills in low-latency systems and risk analytics.
Craft a Compelling Cover Letter: Your cover letter is your chance to shine! Use it to explain why you’re passionate about quantitative development and how your experience makes you a perfect fit for our team. Keep it concise but impactful!
Showcase Your Problem-Solving Skills: In your application, give examples of how you've tackled complex problems in past roles. We love proactive problem-solvers, so share specific instances where you delivered robust solutions under pressure.
Apply Through Our Website: We encourage you to apply directly through our website. It’s the best way for us to receive your application and ensures you’re considered for the role. Plus, it shows you’re keen on joining our team!
How to prepare for a job interview at Quanteam UK
✨Know Your XVA Inside Out
Make sure you have a solid understanding of CVA, DVA, FVA, and MVA. Brush up on your knowledge of exposure simulation and valuation methodologies, as these will likely come up in the interview. Being able to discuss these concepts confidently will show that you're not just familiar with the terms but can apply them practically.
✨Show Off Your C++ Skills
Since this role requires expert-level C++, be prepared to demonstrate your coding skills. You might be asked to solve a problem on the spot or discuss your previous projects. Bring examples of low-latency systems you've worked on, and be ready to explain your thought process and the challenges you faced.
✨Communicate Like a Pro
You’ll need to translate complex quantitative concepts to non-quants, so practice explaining your work in simple terms. Think about how you would describe your projects to someone without a technical background. This will highlight your strong communication skills and your ability to collaborate across teams.
✨Be Ready for Real-World Scenarios
Prepare for questions that assess your problem-solving abilities under pressure. Think of examples from your past experiences where you had to balance theoretical models with practical constraints. Show that you can think pragmatically while still maintaining a high level of detail and ownership over your work.