At a Glance
- Tasks: Develop ultra-low-latency XVA pricing services and enhance existing features.
- Company: Join a leading consulting firm focused on quantitative finance and technology.
- Benefits: Competitive salary, collaborative culture, and opportunities for professional growth.
- Other info: Dynamic team environment with a focus on innovation and excellence.
- Why this job: Make an impact in finance with cutting-edge technology and real-time solutions.
- Qualifications: Strong C++ skills and experience in low-latency environments required.
The predicted salary is between 60000 - 80000 £ per year.
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. The role involves developing and enhancing ultra-low-latency services capable of pricing XVA on linear products within sub-5ms time constraints.
Key Responsibilities
- Develop and enhance low-latency XVA pricing services for linear products
- Extend existing services to support additional features and functionality
- Implement XVA sensitivity calculations, including CS01 and strike sensitivities
- Support upgrades and enhancements of the underlying pricing libraries
- Ensure performance, stability, and scalability of real-time pricing components
Required Skills & Experience
- Strong C++ development skills in a low latency / high-performance environment
- Experience working on XVA pricing (CVA, FVA, etc.) or closely related risk systems
- Solid understanding of linear products and XVA sensitivities
- Strong focus on performance optimisation, memory management, and latency reduction
- Front-office exposure within investment banking
- Experience with real-time risk or pricing systems
- Knowledge of numerical methods and quantitative finance
XVA Quant Developer (Low Latency C++) 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.
