XVA Quant Developer Low Latency C++ - Quanteam
Develop and enhance ultra-low-latency XVA pricing services for linear products using C++. The front-office quantitative technology team focuses on sub-5ms pricing and XVA sensitivity calculations (CS01, strike). No team size or leadership scope is specified.
Free Tailor for ATS: 10/10 runs left
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.