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Senior Quant Developer - C++

Wypoon Technologies • Netherlands
Visa Sponsorship Relocation
This Job is No Longer Active This position is no longer accepting applications

Develop, implement, and improve pricing and risk models within an established C++ risk platform for exchange-traded derivatives. Collaborate with Quant Analysts and software engineers to translate quantitative methodologies into robust production implementations. Requires 7+ years of C++ experience, 4+ years in risk systems, and a strong understanding of financial markets and quantitative modelling.

Key Highlights
Modernising margining models and risk systems for exchange-traded derivatives
Working with a large-scale, modern C++ codebase (up to C++20)
Collaboration with Quant Analysts, QRM teams, and software engineers
Key Responsibilities
Develop a deep understanding of the existing risk system and its large C++ codebase
Collaborate closely with Quant Analysts responsible for developing pricing, margining and risk methodologies
Translate quantitative methodologies and mathematical models into robust production implementations
Develop, implement and improve pricing models and risk models within the existing C++ risk platform
Provide recommendations to the QRM and IT Risk teams regarding model implementation and technical improvements
Design low-level solution architectures for quantitative model implementations
Participate in the technical planning and implementation of new and improved models
Work closely with software engineers supporting the existing risk platform
Collaborate with business developers and product owners to understand functional and technical requirements
Contribute to the quality, maintainability and evolution of a large-scale C++ codebase
Coach software developers and junior Quant Developers when required
Technical Skills Required
C++ Quantitative Modelling Risk Systems
Benefits & Perks
Competitive Compensation
25 paid vacation days
Relocation Support
Tax Benefits (30% ruling)
Travel Reimbursement
Top-Notch Equipment
Professional Development
Visa sponsorship for partner and children
Temporary Accommodation
Comprehensive Relocation Assistance
Nice to Have
Experience working across multiple asset classes

Job Description

We are looking for a Senior Quant Developer with extensive hands-on C++ development experience and a strong understanding of financial markets, quantitative modelling and market or counterparty risk.

AACB is modernising its existing margining models and risk systems across the asset classes within its portfolio. In this role, you will develop, implement and improve pricing and risk models within an established C++ risk platform. You will work closely with the Quant Analyst / QRM team responsible for quantitative methodology, as well as software engineers, business developers and product owners. The product scope is focused on exchange-traded derivatives.

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