C Developer

Role description

As a preferred supplier to one of our biggest financial organisations, I am seeking for a C++ Developer for a 12 months+ contract in Netherlands.

Responsibilities:

You are expected to develop, implement and improve both pricing models and risk models for our existing risk system (C++). You're expected to closely collaborate with Quant Analyst (QRM) team who are responsible for methodology development.

Further, you will be working closely with software engineers supporting the existing system, as well as business developers and product owners to understand requirements. The scope of products is limited to exchange traded derivatives.

Experience:

• At least 7 years of experience as a C++ software developer
• At least 4 years of experience developing market or counterparty risk systems
• Skilled and comfortable working with large C++ codebases. Experience with C++ versions up and including C++ 20
• Understanding of quant concepts, e.g.: implied volatilities, standard pricing models, statistical analysis techniques
• General understanding of linear products, options, ETFs, and basic knowledge of their pricing. Preferably across multiple asset classes.
• Experience coaching software developers/junior quant developers, combined with strong communication skills.
• Minimum of M.Sc. in STEM