We are seeking a
highly skilled Quantitative Developer
to join the
Front Office XVA Quant team
at a leading global investment bank in London. This is an exciting opportunity to contribute to a cutting-edge analytics platform, working directly with traders and risk teams on high-impact
projects.
Why Join?
* Be part of a
market-leading XVA team
at the forefront of innovation.
* Work on a
new state-of-the-art C++ analytics library
.
* Direct exposure to
Front Office trading desks
, quants, and senior stakeholders.
Key Responsibilities
* Design, develop, and maintain
XVA pricing and risk models
in
C++ and Python
.
* Partner with traders and risk managers to deliver real-time tools and analytics.
* Collaborate with quant, IT, and validation teams to ensure robust model delivery.
* Contribute across the
full project lifecycle
: design, implementation, testing, and documentation.
What We're Looking For
* Strong programming skills in
C++ (C++17/20)
and
Python
.
* Experience delivering
production-quality quant libraries
(source control, CI/CD, testing).
* Excellent analytical, numerical, and problem-solving skills.
* Clear communicator with ability to engage traders, quants, and IT.
* Background in
XVA/CCR/IR/FX/Equities
modelling is a plus.