About

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 productsExtend existing services to support additional features and functionalityImplement XVA sensitivity calculations, including CS01 and strike sensitivitiesSupport upgrades and enhancements of the underlying pricing librariesEnsure performance, stability, and scalability of real-time pricing components Required Skills & Experience Strong C++ development skills in a low latency / high-performance environmentExperience working on XVA pricing (CVA, FVA, etc.) or closely related risk systemsSolid understanding of linear products and XVA sensitivitiesStrong focus on performance optimisation, memory management, and latency reductionFront-office exposure within investment bankingExperience with real-time risk or pricing systemsKnowledge 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 programm