XVA Quantitative Developer (C++ / Low Latency)
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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.
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.