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Senior Quant Engineer (C++)

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This Job is No Longer Active This position is no longer accepting applications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

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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

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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

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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

 

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Job Overview
Posted Sep 02, 2026
Employment Full-time
Experience Not Applicable
Location Netherlands
Category Programming
Company Wypoon Technologies
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