Quantitative Developer

As a Quantitative Developer at NN Group Risk Models & Analytics, you build and optimize risk systems and calculation engines, ensuring accurate, reliable and efficient risk calculations, delivering maintainable C# code with tests and documentation, and supporting users.

Role purpose: Build, optimize, and maintain quantitative models and trading/analytics systems that support research, pricing, risk, and execution in a production environment. Core responsibilities - Design and implement quantitative libraries, model components, and data pipelines for research and production use. - Translate trading and risk requirements into robust, testable software and scalable services. - Improve performance through profiling, optimization, and efficient numerical methods. - Integrate models with market data, backtesting frameworks, execution platforms, and monitoring tools. - Develop automated testing, validation, and deployment workflows to ensure reliability and reproducibility. - Collaborate with quants, traders, and engineers to deliver measurable improvements in strategy and infrastructure. Required skills - Programming: Strong proficiency in at least one of Python, C++, Java, or similar; clean, maintainable code. - Quantitative methods: Solid understanding of statistics, time series, optimization, and numerical computing. - Data: Experience working with large datasets, market data, and databases (SQL and/or NoSQL). - Software engineering: Version control, code reviews, unit/integration testing, and CI/CD practices. - Problem solving: Ability to debug complex systems and communicate technical trade-offs clearly. Preferred qualifications - Experience with backtesting, factor models, derivatives pricing, or risk analytics. - Knowledge of distr…