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.