Quantitative Developer

BrightStone Group; Amsterdam; Hybrid; EUR 120,000 - 180,000; Full time

Job summary

BrightStone Group is seeking a senior C++ developer to work on a large, production-grade market risk and derivatives pricing platform. You will primarily code in C++20 (C++17 acceptable) within a real-time enterprise environment, coordinating closely with quant analysts to implement complex pricing models.

The role is an individual contributor position based in Amsterdam with a three-day-per-week in-office hybrid setup and a flexible start date. English is required; Dutch is optional.

Qualifications

• Senior C++ with modern standards (C++20 preferred, C++17 acceptable).
• Real-time programming within a large enterprise codebase.
• Experience in financial markets: market risk, derivatives pricing, margining or post-trade workflows.
• Strong quantitative grounding to challenge pricing models with analysts.

Responsibilities

• Tackle pricing and risk features in a large derivative pricing codebase and production system.
• Collaborate with quant analysts to translate needs into robust, production-ready features.
• Maintain an individual contributor role with focus on building rather than managing.

Skills

C++20

C++17

Real-time systems

Quantitative background

English proficiency

Job description

A large C++20 codebase that prices derivatives and calculates market risk for a bank's global markets business. Around thirty people work on and around it — software engineers, quant developers, quant analysts, business analysts — with colleagues in Chicago, Sydney and Singapore.

The work is deep rather than broad. Read a complicated system, understand what the quants actually need, implement it, get it into production. You will spend a lot of time talking to quant analysts and not much time in roadmap meetings.

This is an individual contributor role, and deliberately so. Not a team lead, not a tech lead, not a chapter lead. Mentoring is not a target you will be measured on. If you have been drifting toward management and would rather go back to building things, this is that job.

What you need

• Senior C++. C++20 preferred, strong C++17 is fine. Parts of the codebase are older, but the platform has moved — if your C++ stopped somewhere around C++03, this will not work
• Real time inside a large enterprise codebase. This is not greenfield and it is not a microservice
• Financial markets, properly: market risk, counterparty risk, derivatives pricing, margining, clearing or post-trade. One of them in depth, rather than all of them in passing
• Enough quantitative grounding to disagree with a quant analyst about a pricing model, not only to implement what you are handed
• English. Dutch is genuinely optional here, which is rare in this market

Where people who fit this usually come from

Global markets or market risk technology inside a bank. Quant development teams. Proprietary trading firms and trading houses. Clearing houses, exchanges and post-trade organisations. Or a vendor building pricing and risk systems.

Practical, including the parts that may not suit you

• Twelve months minimum, with the intention to extend
• 36 hours, hybrid, around three days a week in the office. No fixed days, but three days is real, and Amsterdam Zuidas is where it happens
• The start date is flexible. As soon as possible is preferred, but October or even early November works for the right person — so a notice period is not a problem
• The interview dates are already set: first round 1 September, second round 3 or 4 September. Worth blocking those now