We are seeking an experienced XVA Quant Developer with strong C++ expertise to join a front-office quantitative technology team focused on low-latency XVA pricing. Ensure performance, stability, and scalability of real-time pricing components Strong C++ development skills in a low latency / high-performance environment or closely related risk systems Strong focus on performance optimisation, memory management, and latency reduction Front-office exposure within investment banking Experience with real-time risk or pricing systems We provide high-impact consulting across five key domains: Quantitative Finance — Model design, implementation and validation. Risk & Regulatory — Risk frameworks and regulatory transformation. Data & AI — Data optimisation and AI adoption with strong governance. Digital & Technology — Cloud, engineering, automation and digital solutions. Transformation — Change management and large-scale delivery programmes. Built on excellence, collaboration and innovation, Quanteam partners with clients to strengthen resilience, accelerate transformation and build future-ready capabilities.
C++ Quantitative Developer in London employer: Quanteam
Quanteam is an exceptional employer that fosters a culture of excellence, collaboration, and innovation, making it an ideal place for C++ Quant Developers looking to make a significant impact in the finance sector. With a strong focus on employee growth and development, we offer opportunities to work on cutting-edge projects in a dynamic front-office environment, ensuring that our team members are equipped with the skills and knowledge to thrive in their careers. Located in a vibrant financial hub, our employees benefit from a stimulating work atmosphere and access to a network of industry leaders.
