Lead C++ Quantitative Risk Developer - Derivatives

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

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