At a Glance
- Tasks: Design and optimise low-latency C++ XVA analytics in a fast-paced environment.
- Company: Leading investment bank with a focus on innovation and collaboration.
- Benefits: Competitive salary, performance bonus, private medical insurance, and 25 days annual leave.
- Other info: Diverse and inclusive workplace with excellent training and development opportunities.
- Why this job: Join a dynamic team and make an impact in quantitative finance.
- Qualifications: Expert-level C++ skills and understanding of XVA models required.
The predicted salary is between 75600 - 92400 £ per year.
- On site
- Full time
- Practice: Quantitative finance
- Grade: Manager to senior manager level, equivalent to developer / senior developer
- Overview
- 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.
Key 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.
- Your competences
- 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.
- 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.
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.
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XVA Quantitative Developer (C++ / Low Latency) 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.
