c/c++ developer in financial risk

Enfint; Amsterdam; On-site; EUR 120,000 - 160,000; Full time

Job summary

Levy Professionals provides professional solutions to organizations ranging from tech start-ups to global players. The company connects skilled employed professionals and contractors with projects through an international and local network based in Amsterdam and London.

Levy Professionals is seeking a senior C++ software developer to strengthen risk system pricing and models. The role focuses on translating quantitative methods into production code, improving the risk platform's accuracy,

Qualifications

• 7+ years of professional C++ development experience
• 4+ years in market risk or counterparty risk systems
• Experience with large and complex C++ codebases
• Proficient with modern C++ (C++20)
• Experience implementing quantitative models in software
• Understanding of implied volatility, pricing models and statistics
• Knowledge of linear products, options, ETFs
• Experience coaching software developers or junior Quant Developers
• Strong communication and stakeholder management
• MSc in a STEM field
• Nice to have: multi-asset class experience

Responsibilities

• Develop a thorough understanding of the existing risk system architecture and codebase
• Implement and deliver improvements to pricing and risk models in C++
• Translate quantitative methodologies into production-ready software implementations
• Provide technical recommendations to the QRM and IT Risk teams regarding model implementation
• Design low-level solution architecture for model implementation
• Participate in technical planning and implementation activities
• Work closely with Quant Analysts to understand mathematical models and requirements
• Collaborate with software engineers, Product Owners and Business Developers throughout the development lifecycle
• Improve the quality, maintainability and scalability of the existing risk platform
• Coach and support software developers and junior quantitative developers
• Communicate complex technical and quantitative concepts clearly to technical and non-technical stakeholders

Skills

C++

Quantitative software

Financial risk

Stakeholder comms

Education

M.Sc. STEM

Tools

C++20

Large codebases

Job description

Описание:

Levy Professionals provides professional solutions to organizations ranging from tech start-ups to global players. The company connects skilled employed professionals and contractors with projects through an international and local network based in Amsterdam and London.

Задачи:

• Develop a thorough understanding of the existing risk system architecture and codebase
• Implement and deliver improvements to pricing and risk models in C++
• Translate quantitative methodologies into production-ready software implementations
• Provide technical recommendations to the QRM and IT Risk teams regarding model implementation
• Design low-level solution architecture for model implementation
• Participate in technical planning and implementation activities
• Work closely with Quant Analysts to understand mathematical models, methodologies and requirements
• Collaborate with software engineers, Product Owners and Business Developers throughout the development lifecycle
• Improve the quality, maintainability and scalability of the existing risk platform
• Coach and support software developers and junior quantitative developers
• Communicate complex technical and quantitative concepts clearly to technical and non-technical stakeholders

Требования:

• 7+ Years of professional experience as a C++ software developer
• 4+ Years of experience developing market risk or counterparty risk systems
• Strong experience working with large and complex C++ codebases
• Experience with modern C++, including versions up to and including C++20
• Experience implementing quantitative or mathematical models in software
• Understanding of implied volatility, standard pricing models and statistical analysis techniques
• General understanding of linear products, options, ETFs and basic financial product pricing
• Experience coaching software developers and/or junior Quant Developers
• Strong communication and stakeholder-management skills
• Minimum M.Sc. degree in a STEM discipline
• Nice to have: Experience working across multiple asset classes

Условия:

• Long-term project
• Financial Services / Banking client.