XVA/CCR Quant Developer (C++)

Quanteam UK; United Kingdom; On-site; GBP 120,000 - 180,000; 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 and Credit Quantitative Research team. The role focuses on building pricing models and libraries and working with the XVA desk, Risk and IT to implement robust, scalable solutions.

The position can be permanent or contract. Candidates should have excellent numerical methods experience, Monte Carlo simulation, multi-threading and distributed computing, plus clear

Qualifications

• Experience in building quantitative pricing models.
• Strong knowledge of Monte Carlo simulation and numerical methods.
• Experience with XVA, CCR or collateral concepts is advantageous.
• Proven ability to design robust high-performance libraries.

Responsibilities

• Define and implement quantitative tools and pricing models for Collateral management (IMVA-CCP, SIMM).
• Define and implement models for XVA-related activity.
• Contribute to strategic XVA and RWA projects with cutting-edge modelling.
• Support and upgrade XVA libraries and platforms; liaise with Trading, Risk and IT.

Skills

C++ development

SQL

C#

VBA

Monte Carlo

Multithreading

Distributed computing

Numerical methods

XVA knowledge

Tools

Visual C++

Access

Oracle

XML

XSLT

Job description

Quanteam UK is seeking an XVA/CCR Quantitative Developer with strong C++ skills to join our XVA, Counterparty Credit Risk, Collateral and Credit Quantitative Research team. The role focuses on building pricing models and libraries and working with the XVA desk, Risk and IT to implement robust, scalable solutions.

The position can be permanent or contract. Candidates should have excellent numerical methods experience, Monte Carlo simulation, multi-threading and distributed computing, plus clear