C++ Developer (Risk Systems)

Levy Professionals; Amsterdam; On-site; EUR 120,000 - 190,000; Full time

Job summary

Levy Professionals is seeking a Senior C++ Quantitative Risk Developer to support the modernization of an existing margining and risk system. You will translate quantitative models into production-ready C++ within a large codebase and collaborate with the Quant Analyst/QRM team to deliver pricing and risk models across exchange-traded derivatives.

The role requires 7+ years in C++ software development, 4+ years in market risk/counterparty risk systems, and strong experience with modern C++ (up

Qualifications

• 7+ years of professional experience as a C++ software developer.
• 4+ years of experience developing market risk or counterparty risk systems.
• Experience with large and complex C++ codebases.
• Experience with modern C++, including up to C++20.
• Experience implementing quantitative or mathematical models in software.

Responsibilities

• Develop, implement and improve pricing and risk models in C++ for exchange-traded derivatives.
• Translate quantitative methodologies into production-ready software within a large codebase.
• Collaborate with Quant Analysts and IT Risk teams to translate requirements into technical solutions.
• Provide technical recommendations regarding model implementation to QRM and IT Risk groups.

Skills

C++

Quantitative modelling

Software engineering

Risk systems

C++20

Job description

Senior C++ Quantitative Risk Developer - Exchange-Traded Derivatives

Project: Long-term project

Type of client: Financial Services / Banking

We are looking for…

A Senior C++ Quantitative Risk Developer with a strong combination of quantitative modelling and software engineering expertise to support the modernization of an existing margining and risk system.

You will work on the development, implementation and improvement of pricing and risk models across exchange-traded derivatives. This is a highly specialized hybrid role requiring someone who can understand mathematical and quantitative modelling concepts, collaborate at a senior level with Quant Analysts, and translate those models into production-quality C++ within a large existing codebase.

About the role

As a Senior C++ Quantitative Risk Developer, you are responsible for translating quantitative methodologies and risk models into robust, maintainable implementations within an established C++ risk platform.

You will work closely with the Quant Analyst / Quantitative Risk Management (QRM) team, who are responsible for methodology development. You will also collaborate with software engineers supporting the existing risk system, as well as Business Developers and Product Owners to understand requirements and translate them into effective technical solutions.

The product scope is focused on exchange-traded derivatives across multiple asset classes.

You will:

• Deep dive into the existing risk system and develop a thorough understanding of its 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.

Who are you?

You are a senior C++ developer who is comfortable working at the intersection of software engineering, quantitative modelling and financial risk. You enjoy working with complex systems and large C++ codebases and can communicate effectively with Quant Analysts while remaining hands-on with implementation.

Experience

• 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 quantitative concepts such as:
• Statistical analysis techniques

Education

This is not a standard C++ software engineering position. The ideal candidate brings a genuine combination of quantitative modelling knowledge and advanced C++ engineering experience, enabling them to bridge the gap between model methodology and production implementation.