Quantitatively Strong Developer (Fintech)

TL;DR

Quantitatively Strong Developer (C++/CUDA): Designing and enhancing counterparty credit risk and XVA models for pricing and risk systems with an accent on high-performance computing and mathematical modeling. Focus on developing PFE and EAD models using Monte Carlo methods and optimizing risk frameworks for front-office environments.

Location: Amsterdam, North Holland

Salary: Negotiable

Company

hirify.global is an international IT staffing organization providing tailored interim and permanent recruitment and project resourcing services to global players.

What you will do

• Design and enhance counterparty credit risk models for PFE and EAD across the full model lifecycle.
• Develop and maintain high-performance pricing and risk systems using C++ and CUDA.
• Collaborate with model integration teams within an agile (Scrum) delivery environment.
• Support traders and risk managers with quantitative analysis and model insights.
• Contribute to the continuous improvement of pricing and risk modelling frameworks.

Requirements

• Degree in mathematics, physics, statistics, computer science or engineering (MSc or PhD preferred).
• At least 5 years of experience in CCR and/or market risk modelling, including Monte Carlo methods and derivatives pricing.
• Strong programming skills in Python and/or C++ within front office environments.
• Experience with software development best practices such as CI/CD, test-driven development, and tools like Git, Docker or Azure.
• Strong communication skills with the ability to engage both technical and non-technical stakeholders.

Culture & Benefits

• Opportunity to work in high-impact front office environments.
• Experience collaborating within an agile Scrum delivery framework.
• Access to a diverse range of clients, from early-stage start-ups to established global corporations.