We are seeking a highly motivated Quant Developer to join a Front Office XVA team, supporting trading desks with advanced pricing, risk, and capital calculations. This role sits at the intersection of quantitative modelling and software engineering, offering the opportunity to work on complex derivatives portfolios within a global financial environment.
What You’ll Do
- Develop and enhance high-performance quantitative libraries (primarily in C++) used for trade valuation and risk analytics
- Build models to simulate portfolio behaviour and future exposure profiles
- Support and improve XVA calculations, including credit risk, funding costs, and capital requirements
- Collaborate with trading desks and risk teams to ensure models reflect real market behaviour
- Contribute to tools and applications used by front office teams, including a C#-based GUI
- Work across multiple technologies including C++, Python (analytics), and C# (integration and UI)
You Are
- Degree in Mathematics, Physics, Computer Science, or a related quantitative discipline
- Strong knowledge in C++ development
- Solid understanding of quantitative modelling and financial risk concepts
- Knowledge of derivatives, counterparty risk, and XVA
- Experience with Python for analytics and/or C# for application development is beneficial
- Strong problem-solving skills and attention to detail
- Ability to work in a fast-paced, front-office environment
Interested?
If this sounds like you, we’d love to have a chat!
Please apply only if you have permanent right to work in the UK.
Unfortunately, we are unable to provide visa sponsorship for this role.
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