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Senior Quant Engineer (C++)

Wypoon Technologies Netherlands
Visa Sponsorship Relocation
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AI Summary

Wypoon Technologies is seeking a Senior Quant Engineer to develop, implement and improve pricing and risk models within an established C++ risk platform for exchange-traded derivatives. You will translate quantitative methodologies into robust production code, collaborate with Quant Analysts, software engineers and product owners, and contribute to the evolution of a large-scale C++ codebase. The role requires at least 7 years of C++ development experience, 4 years in market or counterparty risk systems, modern C++ up to C++20, and an M.Sc. in a STEM discipline.

Key Highlights
Modernise margining models and risk systems across asset classes for exchange-traded derivatives
Work within an established large-scale C++ risk platform alongside Quant Analysts and QRM teams
Opportunity to live and work in the Netherlands or Belgium with full visa and relocation support
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 Market Risk
Benefits & Perks
Competitive salary tailored to skills and experience
25 paid vacation days (based on a 40-hour work week)
Travel reimbursement for daily commute
High-quality work equipment
Financial support for certifications, technical training, and language courses
Visa sponsorship for partner and children under 18
Temporary accommodation
Comprehensive relocation assistance
Team events and community activities
Nice to Have
Experience working across multiple asset classes

Job Description


We are looking for a Senior Quant Engineer 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



 


Why Join Us? 


 


At Wypoon Technologies, you’ll work on dynamic projects for industry leaders such as Heineken, ING, ASML, Philips, and Shell, tackling exciting challenges and delivering tailored enterprise solutions.


 


Here’s what makes us stand out: 


Impactful Work: Shape the future of our clients’ digital landscapes.


Innovative Environment: Collaborate within a supportive team that values learning and growth.


State-of-the-art Technology: Access the latest tools and platforms.


󠁯✔ Global Opportunities: Dreaming of living and working in the Netherlands or Belgium?  We provide full support with visa processes, making your transition smooth and hassle-free!


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.



Preferred Experience

  • At least 7 years of professional experience as a C++ software developer.

  • At least 4 years of experience developing market risk or counterparty risk systems.

  • Strong hands-on experience working with large and complex C++ codebases.

  • Experience with modern C++, including versions up to C++20.

  • Strong understanding of quantitative and mathematical modelling concepts.

  • Ability to communicate quantitative model requirements and implementation details effectively with Quant Analysts.

  • Understanding of quantitative concepts such as implied volatilities, standard pricing models and statistical analysis techniques.

  • General understanding of linear financial products, options and ETFs, including basic knowledge of their pricing.

  • Preferably experience working across multiple asset classes.

  • Experience implementing quantitative models in production software environments.

  • Strong communication and collaboration skills.

  • Experience coaching software developers and/or junior Quant Developers.

  • Minimum M.Sc. degree in a STEM discipline.


What We Offer

  • Competitive Compensation: Salary tailored to your skills and experience. 

  • Generous Time Off: 25 paid vacation days (based on a 40-hour work week). 

  • Currently living in the Netherlands and available to work on-site/hybrid when required

  • Travel Reimbursement: We've got your daily commute covered. 

  • Top-Notch Equipment: A high-quality device to ensure you work efficiently. 

  • Professional Development: Financial support for certifications, technical training, and language courses—because we value your long-term career growth. 

  • Family: Visa sponsorship for your partner and children under 18. 

  • Temporary Accommodation: Stay in temporary housing while we help you find your permanent home. 

  • Comprehensive Relocation Assistance: Extensive support to help you settle in smoothly. 

  • Community & Fun: Enjoy team events and connect with developers from around the globe! 



Join Wypoon Technologies, where your expertise will thrive, your ideas will be valued, and your career will reach new heights. 


Apply now to be part of our transformative journey!


We may use artificial intelligence (AI) tools to support parts of the hiring process, such as reviewing applications, analyzing resumes, or assessing responses and identifying potential inconsistencies or verification signals in application materials based on available information. These tools assist our recruitment team but do not replace human judgment. Final hiring decisions are ultimately made by humans. If you would like more information about how your data is processed, please contact us.


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