XVA Quantitative Developer

CompanyQuanteam UK

LocationLondon Area, United Kingdom

Posted At1/15/2026

UK Visa Sponsorship Analytics

Occupation Type

Management consultants and business analysts

Occupation Code Skill LevelHigher Skilled

Sponsorship Salary Threshold

£50,200 (£25.74 per hour)

Occupation rate applies

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Description

Role: XVA Quant Developer (C++ / Low Latency)

Who We Are Looking For (Ideal Experience)

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.

Your Technical Competencies

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.

Your Ideal Behavioural Traits

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.

Your Ideal Personality Traits

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.

Your 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.

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.