Senior C++ Quantitative Risk Developer (Exchange-Traded Derivatives)

Location: Amsterdam, North Holland, Netherlands

Salary: Negotiable EUR per year

Company

hirify.global provides professional solutions and supplies employed professionals and contractors for technology and financial projects through offices in Amsterdam and London.

What you will do

• Analyze the existing risk system architecture and complex C++ codebase.
• Implement and improve pricing and risk models for exchange-traded derivatives.
• Translate quantitative methodologies into production-ready C++ software.
• Design low-level solution architecture and provide model implementation recommendations.
• Collaborate with Quant Analysts, software engineers, Product Owners, Business Developers, and IT Risk teams.
• Improve platform quality, maintainability, and scalability while coaching junior developers.

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++, including C++20.
• Experience implementing quantitative or mathematical models in software.
• Understanding of implied volatility, standard pricing models, statistical analysis, linear products, options, ETFs, and basic financial product pricing.
• Master’s degree in a STEM discipline and strong communication skills.

Nice to have

• Experience working across multiple asset classes.
• Experience coaching software developers or junior quantitative developers.

Culture & Benefits

• Access to an international network of professionals and financial technology projects.
• Opportunities to collaborate with local and international stakeholders.
• Professional engagement through either employed or contractor arrangements.