XVA Quant Developer Low Latency C++ - Quanteam

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.