full-time
XVA/CCR Quantitative Developer (C++)
Quanteam UK
- Employer
- Quanteam UK
- Location
- London
- Working pattern
- on-site
About the role
The developer will define and implement quantitative tools and pricing models for XVA, collateral management, and credit risk activities. They will also contribute to strategic RWA projects and support the continuous upgrade of XVA libraries within an optimized architecture. Candidates must possess strong C++ programming skills and a sound understanding of numerical methods such as Monte Carlo simulation. Experience with SQL, C#, and VBA is required, along with the ability to design high-performance quantitative libraries.