Job Specifications
Job Overview
The XVA Quant will be sitting within the XVACCR, Collateral & Credit Quantitative Research. The mandate of the quant team is to produce quantitative modelling and innovative solutions for XVA, Counterparty Risk, Collateral and Credit topics. The quant team regularly interacts with a broad scope of internal clients:
XVA and Scarce Resources desk for XVA pricing and modelling
Risk department for Internal & Regulatory CCR, Accounting XVA, and SIMM
Collateral desk for discounting, SIMM and IMVA with CCPs
Trading and Risk Management for Credit derivatives.
The quant team closely works with the business to study and assess the models’ behavior and performance. It also plays a significant role in several strategic XVA and RWA projects by producing computational blocks using cutting-edge modelling and implementation techniques to ensure the bank can cope with the increasing list of regulatory measures (XVAVaR, SACCR, FRTB-CVA …) and metrics needed to manage our XVA reserves properly (Optimization modules, Sensitivities with AAD, Machine Learning …).
The quant team continuously builds and upgrades XVA libraries and platforms to implement regulatory changes in an optimized architecture. The team is also actively participating in developing the Collateral management platform for CCP and EMIR Initial Margin and working on various FO and Risk systems migration projects, supporting the XVA and Scarce Resources Management and Collateral Management functions.
Responsibilities
Define and implement tools and pricing models for Collateral management activity (IMVA-CCP, SIMM …)
Define and implement mathematical tools and pricing models for XVA-linked activity
Interact and support Trading, RPC and IT partners.
Essential Requirements
High programming skills (C++, SQL, C#, VBA …).
Good knowledge of numerical methods such as: Monte Carlo, Optimisation algorithms, … .
Recent experience and strengths in most of the following:
Distributed computing and Inter-process communication
Multi-threading programming
Microsoft products: Office, VC++, VBA
SQL, Access, Oracle
Web technologies: XML, XSLT
Strong team orientation, ability to work alone and highly self-motivated
Able to adapt and learn new technologies quickly
Results and time oriented
Excellent analytical and problem-solving abilities
Creative, can devise and implement multiple solutions
Good communication skills - both verbal and written
Previous experience XVA and/or RWA optimisation
Who We Are
Our Expertise
We provide high-impact consulting across five key domains:
Quantitative Finance — Model design, implementation and validation.
Risk & Regulatory — Risk frameworks and regulatory transformation.
Data & AI — Data optimisation and AI adoption with strong governance.
Digital & Technology — Cloud, engineering, automation and digital solutions.
Transformation — Change management and large-scale delivery programmes.
Our Commitment
Built on excellence, collaboration and innovation, Quanteam partners with clients to strengthen resilience, accelerate transformation and build future-ready capabilities.
We are committed to a diverse and inclusive workplace where all individuals are respected and valued. We welcome applicants from every background and uphold equality across all characteristics. Diversity drives innovation and strengthens our ability to deliver exceptional results. Our aim is an environment where everyone can thrive and contribute to collective success.
About the Company
Welcome to Quanteam UK – Your trusted partner in consulting dedicated to financial services Since 2010, Quanteam UK has been providing its expertise in consulting to the UK’s Financial Services, Fintechs and Insurance sectors. We collaborate with top-tier institutions—including investment and corporate banks, asset managers, hedge funds, brokers, wealth managers, and insurers—to deliver transformative and innovative solutions. Our core expertise At Quanteam UK, we bring deep consultancy expertise across five critical domain...
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