4 дня назад
Senior C++ Quantitative Risk Developer
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Senior C++ Quantitative Risk Developer (Exchange-Traded Derivatives): Developing and improving pricing and market and counterparty risk models for an exchange-traded derivatives risk platform with an accent on quantitative modelling and advanced C++ engineering. Focus on translating mathematical methodologies into production-ready software, designing low-level model architecture, and improving the scalability and maintainability of complex risk systems.
Location: Amsterdam, North Holland, Netherlands
Salary: Negotiable EUR per year
Company
provides professional solutions and connects employed professionals and contractors with projects through offices in Amsterdam and London.
What you will do
- Analyze the existing risk system, including its architecture and complex C++ codebase.
- Implement and improve pricing and risk models in C++.
- Translate quantitative methodologies into production-ready software.
- Design low-level solution architecture for model implementation and provide technical recommendations to QRM and IT Risk teams.
- Collaborate with Quant Analysts, software engineers, Product Owners, and Business Developers throughout the development lifecycle.
- Coach software developers and junior quantitative developers while improving platform quality, maintainability, and scalability.
Requirements
- 7+ years of professional experience as a C++ software developer.
- 4+ years of experience developing market risk or counterparty risk systems.
- Strong experience with large and complex C++ codebases and modern C++ up to C++20.
- Experience implementing quantitative or mathematical models in software.
- Knowledge of implied volatility, standard pricing models, statistical analysis, linear products, options, ETFs, and basic financial product pricing.
- M.Sc. degree in a STEM discipline, plus strong communication and stakeholder-management skills.
Culture & Benefits
- Work on quantitative risk and pricing software for exchange-traded derivatives.
- Collaborate across quantitative modelling, software engineering, product, business development, and risk functions.
- Join an international professional network operating from Amsterdam and London.
- Contribute to projects serving organizations from technology startups to global players.
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