Front Office XVA Quant Developer
Overview:
A leading investment bank is seeking a Quantitative Developer to join its Counterparty Risk and XVA team. This is a high-impact role focused on developing advanced analytics and infrastructure to support trading, risk management, and regulatory objectives. The team is actively expanding its modelling capabilities and delivering new functionality across asset classes and business lines.
Key Responsibilities:
- Design and develop scalable, high-performance analytics in C++ and Python for XVA and counterparty risk.
- Collaborate with traders, risk managers, and technologists to deliver production-quality tools and models.
- Contribute to the architecture and integration of analytics with enterprise risk platforms.
- Support users across Front Office, Market Risk, Finance, and IT.
- Document models and systems to meet internal and regulatory standards.
What We're Looking For:
- Strong programming skills in C++ and Python, with experience delivering robust, production-ready software.
- Proven track record across the full development lifecycle: design, implementation, testing, and documentation.
- Deep understanding of quantitative finance, ideally with exposure to XVA, CCR or asset classes such as rates, FX, inflation, or equity.
- Strong analytical and numerical skills, with the ability to solve complex problems independently.
- Excellent communication skills and ability to work effectively with cross-functional teams.
Why Apply?
- Be part of a team driving innovation in XVA modelling and counterparty risk analytics.
- Work on a modern C++ quant library with ambitious plans for expansion and enhancement.
- Collaborate with senior stakeholders across trading, risk and technology.
- Competitive compensation and career growth in a technically rigorous environment.
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