Senior C++ Risk Engineer — Market & Pricing

Enfint; Amsterdam; On-site; EUR 120,000 - 160,000; Full time

Job summary

Levy Professionals provides professional solutions to organizations ranging from tech start-ups to global players. The company connects skilled employed professionals and contractors with projects through an international and local network based in Amsterdam and London.

Levy Professionals is seeking a senior C++ software developer to strengthen risk system pricing and models. The role focuses on translating quantitative methods into production code, improving the risk platform's accuracy,

Qualifications

• 7+ years of professional C++ development experience
• 4+ years in market risk or counterparty risk systems
• Experience with large and complex C++ codebases
• Proficient with modern C++ (C++20)
• Experience implementing quantitative models in software
• Understanding of implied volatility, pricing models and statistics
• Knowledge of linear products, options, ETFs
• Experience coaching software developers or junior Quant Developers
• Strong communication and stakeholder management
• MSc in a STEM field
• Nice to have: multi-asset class experience

Responsibilities

• Develop a thorough understanding of the existing risk system 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
• Design low-level solution architecture for model implementation
• Participate in technical planning and implementation activities
• Work closely with Quant Analysts to understand mathematical models and requirements
• Collaborate with software engineers, Product Owners and Business Developers throughout the development lifecycle
• Improve the quality, maintainability and scalability of the existing risk platform
• Coach and support software developers and junior quantitative developers
• Communicate complex technical and quantitative concepts clearly to technical and non-technical stakeholders

Skills

C++

Quantitative software

Financial risk

Stakeholder comms

Education

M.Sc. STEM

Tools

C++20

Large codebases

Job description

Levy Professionals provides professional solutions to organizations ranging from tech start-ups to global players. The company connects skilled employed professionals and contractors with projects through an international and local network based in Amsterdam and London.

Levy Professionals is seeking a senior C++ software developer to strengthen risk system pricing and models. The role focuses on translating quantitative methods into production code, improving the risk platform's accuracy,