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

• • 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

• • 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:

• • 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.