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Agent guide: [/agents.md](https://www.wearedevelopers.com/agents.md). --- # XVA/CCR Quantitative Developer C++ - Quanteam - **Company:** Quanteam Uk - **Location:** London, UK - **Contract:** Contract - **Skills:** Microsoft Access, C Sharp (Programming Language), C++ (Programming Language), Computer Programming, Databases, Programming Tools, Distributed Systems, Visual C++ (Programming Language), Inter-Process Communication, Machine Learning, Microsoft Office, Monte Carlo Methods, Oracle (Applications), Azure Active Directory, Standard Sql, Single In-Line Memory Module (SIMM), SQL Databases, Extensible Markup Language (XML), Extensible Stylesheet Language Transformations (XSLT), Multithreading, Optimization Algorithms, Vba Programming Language, Web Technologies - **Published:** September 22, 2026 - **Apply:** https://www.reed.co.uk/jobs/xva-ccr-quantitative-developer-c-quanteam/57375161 ## About the Role 1. Strong C++ programming skills, with the ability to design and implement robust, high-performance quantitative libraries. 2. Good working knowledge of SQL, C# and VBA. 3. Sound understanding of numerical methods, including Monte Carlo simulation and optimisation algorithms. 4. Experience of, or strong interest in, distributed computing and inter-process communication. 5. Experience of multi-threaded programming. 6. Familiarity with Microsoft development tools and environments, including Visual C++, Office and VBA. 7. Working knowledge of database technologies, including SQL, Access and Oracle. 8. Familiarity with web technologies such as XML and XSLT. 9. An understanding of XVA, Counterparty Credit Risk or Collateral concepts would be advantageous, though not essential. Behavioural Competence 1. Strong team orientation, combined with the ability to work independently and a high degree of self-motivation. 2. Able to adapt and learn new technologies quickly. 3. Results and time oriented. 4. Excellent analytical and problem-solving abilities. 5. Creative, with the ability to devise and implement multiple solutions. 6. Good communication skills, both verbal and written. ## Description Quanteam UK are seeking an XVA/CCR Quantitative Developer with strong C++ skills to join our XVA, Counterparty Credit Risk (CCR), Collateral & Credit Quantitative Research team. The team's mandate is to produce quantitative modelling and innovative solutions across XVA, Counterparty Risk, Collateral and Credit topics. The team works closely with a broad range of business functions, including the XVA and Scarce Resources desk for XVA pricing and modelling, the Risk department for Internal and Regulatory CCR, Accounting XVA and SIMM, the Collateral desk for discounting, SIMM and IMVA with CCPs, and Trading and Risk Management for Credit derivatives. The team plays a significant role in strategic XVA and RWA initiatives, producing computational building blocks using advanced modelling and implementation techniques to support an increasing scope of regulatory measures, including XVA VaR, SA-CCR and FRTB-CVA, alongside the metrics required to manage XVA reserves appropriately, such as optimisation modules, sensitivities via Adjoint Algorithmic Differentiation (AAD) and machine learning applications. The team continuously builds and upgrades XVA libraries and platforms to implement regulatory change within an optimised architecture, and contributes to the development of the Collateral management platform for CCP and EMIR Initial Margin, as well as a range of Front Office and Risk systems migration projects, in support of the XVA and Scarce Resources Management and Collateral Management functions. The role is available on either a permanent or a contract basis., 1. Defining and implementing quantitative tools and pricing models for Collateral management activity, including IMVA-CCP and SIMM. 2. Defining and implementing mathematical tools and pricing models for XVA-related activity. 3. Contributing to strategic XVA and RWA projects by producing computational blocks using cutting-edge modelling and implementation techniques. 4. Supporting the development and continuous upgrade of XVA libraries and platforms within an optimised architecture. 5. Interacting with and supporting Trading, Risk and IT partners across the business. ## Related Videos - [Fault Tolerance and Consistency at Scale: Harnessing the Power of Distributed SQL Databases](https://www.wearedevelopers.com/videos/1146-fault-tolerance-and-consistency-at-scale-harnessing-the-power-of-distributed-sql-databases) - [Quantum DevOps - Quantum Application Development](https://www.wearedevelopers.com/videos/1441-quantum-devops-quantum-application-development) - [How building an industry DBMS differs from building a research one](https://www.wearedevelopers.com/videos/768-how-building-an-industry-dbms-differs-from-building-a-research-one) - [Kubernetes and Microservices with Multi-Model Databases](https://www.wearedevelopers.com/videos/382-kubernetes-and-microservices-with-multi-model-databases) - [Crypto-secure Data Management with In-Database Blockchain](https://www.wearedevelopers.com/videos/632-crypto-secure-data-management-with-in-database-blockchain) - [Fault Tolerance and Consistency at Scale: Harnessing the Power of Distributed SQL Databases](https://www.wearedevelopers.com/videos/1520-fault-tolerance-and-consistency-at-scale-harnessing-the-power-of-distributed-sql-databases) ## Related Articles - [The 10 C++ programming questions to expect in an interview](https://www.wearedevelopers.com/magazine/50-the-10-c-programming-questions-to-expect-in-an-interview) - [Data Analyst Salary in the UK](https://www.wearedevelopers.com/magazine/278-data-analyst-salary-in-the-uk) - [7 Cloud Computing Trends Coming in 2025 for Developers](https://www.wearedevelopers.com/magazine/412-7-cloud-computing-trends-coming-in-2025-for-developers) - [Résumé-Driven Development: How IT trends affect the job market for software developers](https://www.wearedevelopers.com/magazine/59-resume-driven-development-how-it-trends-affect-the-job-market-for-software-developers) - [What Are The Top Skills Required For Azure Developers?](https://www.wearedevelopers.com/magazine/77-what-are-the-top-skills-required-for-azure-developers) - [10 Highest Paying Programming Languages 2025](https://www.wearedevelopers.com/magazine/150-10-highest-paying-programming-languages-2025)