Quant Developer

CGI Nederland; Randstad; On-site; EUR 120,000 - 170,000; Full time

Benefits offered by this job

Permanent contract from day one

Part-time opportunities

CGI shareholder program

Attractive secondary benefits

Job summary

CGI Nederland zoekt een senior C++ softwareontwikkelaar om AACB- file risk systemen te moderniseren en modellen te verbeteren. Je werkt aan implementaties in C++ en samen met QRM en IT Risk om requirements te vertalen.

Je hebt minimaal 7 jaar ervaring in C++, 4+ jaar in markt-/counterparty-risico systemen en een MSc in STEM. Je werkt in kleine, zelfsturende teams en krijgt een vast contract vanaf dag één.

Qualifications

• 7+ jaar ervaring als C++ software developer.
• Minimaal 4 jaar ervaring met markt- of tegenpartij risicosystemen.
• Ervaring met grote C++ codebases en C++20.
• Begrip van kwantitatieve concepten en prijsmodellen.
• Kennis van lineaire producten zoals opties/ETFs across asset classes.
• Mentor ervaring en sterke communicatie.
• MSc in STEM vereist.

Responsibilities

• Diep in de code baseline van het risikosysteem duiken.
• Verbeteringen voorstellen aan QRM en IT Risk teams.
• Ontwerpen van low-level oplossingsarchitectuur.
• Implementeer modelverbeteringen in het risikosysteem.

Skills

C++ software development

Risk systems

Large C++ codebases

Quant concepts

Pricing models

Mentoring junior developers

Education

MSc in STEM

Tools

C++ 20

Job description

Functiebeschrijving

(Note: This job posting is only open to EU candidates.)

ABN AMRO Clearing (AACB) is a globally active and prominent general clearing member, providing best execution, clearing, settlement, custody and financing services for listed derivatives, cash securities, over-the-counter products, exchange-traded funds, commodities, and foreign exchange transactions.

As a prime broker, our single global service model for clients connects businesses in the three regions: Europe, Asia-Pacific, and the United States. ABN AMRO Clearing covers all major exchanges and execution venues and provides central counterparty coverage in those regions as well as Brazil.

AACB’s objective is the modernization of the existing margining models/system for all asset classes in its portfolio. 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 AACB’s 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.

Objectives

• Deep dive and gain a thorough understanding of the risk system’s codebase
• Provide improvement recommendations to the QRM and IT Risk teams for the model implementation
• Design the low-level solution architecture. Participate in the planning of the model implementation
• Implement and deliver model improvements in the existing risk system (C++ development)

Relevant Knowledge, Skills, Competences And Desired Education Level

• 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

Where will you work?

At CGI, we’re all about teamwork, respect, and making sure everyone feels they belong. From your first day, you’re not just an employee – you’re an owner and a vital part of our family. We work together to make cool things happen and solve our clients’ trickiest problems. You’ll learn a lot, grow your skills, and have the chance to shape your own career path. Plus, we’re in it together to build a place we’re all proud of. Come join us, bring your ideas into action, and let’s make a difference!

Why CGI?

CGI is one of the world’s largest IT consulting companies. Our people keep the Netherlands running. Government institutions, banks, aerospace organizations, infrastructure organizations, and energy, transport, and manufacturing companies are clients of CGI. We work on interesting projects that impact the daily lives of millions of people. We have a strong regional presence, strengthened by global domain expertise, our ecosystem, and colleagues located all over the world.

We are proud of the impactful… solutions that we successfully deliver together with our colleagues.

At CGI, we place great value on diversity and inclusion, as this not only promotes collaboration but often leads to better results. We look forward to your contribution to our team! You will work in small, self-managing teams made up of experts in your field.

• Control over your own career, with the space to continue developing yourself
• An excellent salary and attractive secondary benefits
• A permanent contract from day one
• Part-time opportunities
• The opportunity to become a CGI shareholder

Taken en verantwoordelijkheden

Criteria

Together, as owners, let’s turn meaningful insights into action.

In 1976 opgericht als een familiebedrijf, is CGI vandaag de dag een van de grootste onafhankelijke zakelijke en ICT-dienstverleners ter wereld. Bij ons draait het om ownership, teamwork en respect. Je krijgt de ruimte om al je talenten volledig te ontplooien.

Vanaf je eerste werkdag ben je mede-eigenaar van CGI. We profiteren samen van ons succes en je krijgt de kans én verantwoordelijkheid om actief bij te dragen aan de koers en strategie van ons bedrijf.

Jouw inzet voegt waarde toe. Je werkt aan innovatieve oplossingen en bouwt aan je netwerk van collega's en klanten. Je hebt toegang tot wereldwijde kansen om de je ideeën te realiseren, mogelijkheden bested maken en cher €aanse