XVA Quant Developer Low Latency C++ - Quanteam
Overview
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
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- 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
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- 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
WHO WE ARE
Our Expertise
We provide high-impact consulting across five key domains:
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- 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.
Our Commitment
Built on excellence, collaboration and innovation, Quanteam partners with clients to strengthen resilience, accelerate transformation and build future-ready capabilities.