Senior C++ XVA & CCR Quant Developer

Careerwebsite; Greater London; Hybrid; GBP 70,000 - 110,000; Full time

Job summary

Quanteam UK is seeking an XVA/CCR Quantitative Developer with strong C++ skills to join our XVA, Counterparty Credit Risk, Collateral & Credit Quantitative Research team. The team collaborates with desks, Risk, Accounting XVA, SIMM, and Collateral, supporting regulatory initiatives and innovative modelling across XVA topics.

The role can be permanent or contract, based in the UK, with opportunities to work on IMVA-CCP, SIMM and related models, and to contribute to strategic XVA and RWA projects

Qualifications

• Strong C++ programming skills for robust, high‑performance libraries.
• Good working knowledge of SQL, C# and VBA.
• Solid understanding of Monte Carlo methods and numerical approaches.
• Experience with distributed computing and multi‑threading.
• Familiarity with XML and XSLT; Microsoft development tools helpful.
• Interest in XVA, Counterparty Risk or Collateral concepts is a plus.

Responsibilities

• Defining and implementing quantitative tools and pricing models for Collateral management activity, including IMVA-CCP and SIMM.
• Defining and implementing mathematical tools and pricing models for XVA-related activity.
• Contributing to strategic XVA and RWA projects by producing computational blocks using advanced modelling techniques.
• Supporting the development and continuous upgrade of XVA libraries and platforms within an optimized architecture.
• Interacting with and supporting Trading, Risk and IT partners across the business.

Skills

C++

SQL

C#

VBA

Monte Carlo

Multithreaded

Distributed computing

Office

XML

XSLT

Tools

Visual C++

Access

Oracle

Office

Job description

Quanteam UK is seeking an XVA/CCR Quantitative Developer with strong C++ skills to join our XVA, Counterparty Credit Risk, Collateral & Credit Quantitative Research team. The team collaborates with desks, Risk, Accounting XVA, SIMM, and Collateral, supporting regulatory initiatives and innovative modelling across XVA topics.

The role can be permanent or contract, based in the UK, with opportunities to work on IMVA-CCP, SIMM and related models, and to contribute to strategic XVA and RWA projects