Quanteam UK is seeking an XVA/CCR Quantitative Developer with strong C++ skills to join our XVA, Counterparty Credit Risk, Collateral & Credit Quantitative Research team. The team collaborates with desks, Risk, Accounting XVA, SIMM, and Collateral, supporting regulatory initiatives and innovative modelling across XVA topics.
The role can be permanent or contract, based in the UK, with opportunities to work on IMVA-CCP, SIMM and related models, and to contribute to strategic XVA and RWA projects
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Senior C++ XVA & CCR Quant Developer employer: Quest Oracle Community
At London Stock Exchange Group, we pride ourselves on being an exceptional employer that fosters a collaborative and innovative work culture. Our commitment to employee growth is evident through tailored development programmes and opportunities to engage with cutting-edge technology in the heart of London. Join us to make a meaningful impact while enjoying a competitive benefits package and a dynamic environment that values your contributions.
