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hackajob is partnering with mthree to fill this position. Create a profile to be automatically considered for this role—and others that match your experience.
Quant Developer – XVA / Front Office
We are seeking a highly motivated Quant Developer to join our 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, focusing on building and enhancing libraries used to price trades and assess counterparty risk across large derivatives portfolios.
The successful candidate will contribute to the development of a high-performance quant library (primarily in C++) used for trade valuation and risk analytics. This includes modelling future exposure profiles, simulating portfolio behaviour over time, and calculating potential losses in scenarios such as counterparty default. A key focus of the role is supporting XVA calculations, ensuring accurate representation of credit risk, funding costs, and capital requirements within pricing frameworks.
From a technical perspective, the role is centered on C++ development, with additional exposure to Python for analytics and C# for legacy integration and user-facing tools. The team maintains a C#-based GUI application that wraps around the core C++ library, widely used by front office stakeholders. Candidates should be comfortable working across this stack, contributing both to core quantitative engines and user-oriented applications.
Functionally, the role requires a strong understanding of quantitative modelling and financial risk concepts, particularly within derivatives and counterparty risk. You will work closely with trading desks and risk teams to ensure models are realistic, robust, and aligned with real-world market behaviour. This includes evaluating scenarios such as counterparty default and understanding the financial impact on the bank’s positions.
We are looking for individuals with a strong academic background in Mathematics, Physics, or a related quantitative discipline, combined with solid experience in C++ development. Equally important is the right aptitude and attitude—intellectual curiosity, problem-solving ability, and a willingness to work in a collaborative, front-office environment.
The team is globally distributed, with approximately 100 professionals across Quant functions, offering strong exposure to international collaboration. This role follows a hybrid working model, with an expectation of 2 days per week in the office, alongside flexibility for additional in-person collaboration where desired.
hackajob is partnering with mthree to fill this position. Create a profile to be automatically considered for this role—and others that match your experience.