C Developer

Gazelle Global; Amsterdam; On-site; EUR 110,000 - 150,000; Full time

Job summary

Gazelle Global seeks a seasoned C++ Developer for a 12+ month contract in the Netherlands. You will design, implement and improve pricing and risk models for our existing risk system in C++, collaborating with the Quant Analyst team.

The role requires 7+ years as a C++ software developer, 4+ years in market or counterparty risk, and a MSc in STEM. You will mentor junior developers and interact with engineers, business developers and product owners around exchange traded derivatives.

Qualifications

• 7+ years as a C++ software developer.
• 4+ years building market or counterparty risk systems.
• Experience with large C++ codebases and C++20.
• Understanding of quant concepts and pricing.
• Pricing experience on derivatives across asset classes.
• Ability to coach junior developers and communicate clearly.
• MSc in STEM.

Responsibilities

• Develop, implement and improve pricing models and risk models for the existing risk system (C++).
• Collaborate closely with the Quant Analyst team responsible for methodology development.
• Work with software engineers, business developers and product owners to understand requirements.

Skills

Mentoring/coaching

Communication

Education

M.Sc. in STEM

Tools

C++

Job 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