Senior Quantitative Engineer - (Relocation Provided)

Wypoon Technologies
Amsterdam, Netherlands
19 days ago
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Role details

Contract type
Temporary contract
Employment type
Full-time (> 32 hours)
Experience level
Expert
Experience required
4 years minimum
Working hours
Regular working hours
Job source

Tech stack

C++ (Programming Language) C++14

Job description

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 Why Join Us? At Wypoon Technologies, you’ll work on dynamic projects for industry leaders such as Heineken, ING, ASML, Philips, and Shell, tackling exciting challenges and delivering tailored enterprise solutions. Here’s what makes us stand out: Impactful Work: Shape the future of our clients’ digital landscapes. Innovative Environment: Collaborate within a supportive team that values learning and growth. State-of-the-art Technology: Access the latest tools and platforms. Global Opportunities: Dreaming of living and working in the Netherlands or Belgium? We provide full support with visa processes, making your transition smooth and hassle-free!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.

Requirements

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., * At least 7 years of professional experience as a C++ software developer.

  • At least 4 years of experience developing market risk or counterparty risk systems.
  • Strong hands-on experience working with large and complex C++ codebases.
  • Experience with modern C++, including versions up to C++20.
  • Strong understanding of quantitative and mathematical modelling concepts.
  • Ability to communicate quantitative model requirements and implementation details effectively with Quant Analysts.
  • Understanding of quantitative concepts such as implied volatilities, standard pricing models and statistical analysis techniques.
  • General understanding of linear financial products, options and ETFs, including basic knowledge of their pricing.
  • Preferably experience working across multiple asset classes.
  • Experience implementing quantitative models in production software environments.
  • Strong communication and collaboration skills.
  • Experience coaching software developers and/or junior Quant Developers.
  • Minimum M.Sc. degree in a STEM discipline.

Benefits & conditions

  • Competitive Compensation: Salary tailored to your skills and experience.
  • Generous Time Off: 25 paid vacation days (based on a 40-hour work week).
  • Currently living in the Netherlands and available to work on-site/hybrid when required
  • Travel Reimbursement: We’ve got your daily commute covered.
  • Top-Notch Equipment: A high-quality device to ensure you work efficiently.
  • Professional Development: Financial support for certifications, technical training, and language courses-because we value your long-term career growth.
  • Family: Visa sponsorship for your partner and children under 18.
  • Temporary Accommodation: Stay in temporary housing while we help you find your permanent home.
  • Comprehensive Relocation Assistance: Extensive support to help you settle in smoothly.
  • Community & Fun: Enjoy team events and connect with developers from around the globe!

Apply for this position

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