C++ Quant Developer in Amsterdam, Noord-Holland

Location: Amsterdam, Noord-Holland, Netherlands; based at the bank's Amsterdam Zuidas office

Salary: Negotiable EUR / Year

Company

hirify.global provides professional solutions and staffing for organizations ranging from technology start-ups to global companies, connecting employed professionals and contractors with projects.

What you will do

• Take ownership of and analyse a large C++ risk-system codebase, recommending improvements to model implementation.
• Design low-level solution architecture and help plan the roadmap for margining, pricing, and risk models.
• Implement improvements to pricing and risk models for exchange-traded derivatives across asset classes using C++ up to C++20.
• Work with quantitative risk specialists, software engineers, business developers, and product owners to translate pricing and risk methodology into production code.
• Coach software developers and junior quant developers.

Requirements

• 7+ years of C++ development experience, including work with large codebases and modern C++ up to C++20.
• 4+ years of experience developing market or counterparty risk systems.
• Solid understanding of quantitative concepts, including implied volatility, standard pricing models, and statistical analysis.
• Working knowledge of linear products, options, and ETFs and their pricing, ideally across several asset classes.
• Experience coaching developers and strong communication skills.
• MSc in a STEM field.

Culture & Benefits

• 12-month contract assignment for 36 hours per week.
• Payroll position via hirify.global.
• On-site work at a major Dutch bank's Amsterdam Zuidas office.
• Work on a core clearing-business system covering listed derivatives across Europe, Asia-Pacific, and the US.

Hiring process

• Applications are accepted until 4 December 2026.