Senior Quant Developer: C++ Risk Models (EU)

CGI Nederland; Randstad; On-site; EUR 110,000 - 140,000; Full time

Benefits offered by this job

Excellent salary and benefits

Permanent contract from day one

Part-time opportunities

CGI shareholder opportunity

Job summary

CGI Nederland is seeking an experienced C++ software developer to modernize margin and risk models within AACB. You will collaborate with the Quant Analyst (QRM) team, software engineers and product owners to understand requirements and implement improvements for the risk system handling exchange-traded derivatives.

The role emphasizes coaching junior developers, strong communication, and delivering robust model enhancements in a globally connected environment.

Qualifications

• At least 7 years of experience as a C++ software developer.
• At least 4 years of experience developing market or counterparty risk systems.
• Experience with large C++ codebases and C++ up to version 20.
• Understanding of quant concepts (e.g., implied volatilities, pricing models, statistical analysis).
• General understanding of linear products, options, ETFs, pricing across asset classes.

Responsibilities

• Deep dive into the risk system's codebase and understand it thoroughly.
• Provide improvement recommendations to the QRM and IT Risk teams for model implementation.
• Design the low-level solution architecture and participate in planning the model implementation.
• Implement and deliver model improvements in the existing risk system (C++ development).

Skills

C++

Software development

Quant concepts

Coaching

Communication skills

Education

M.Sc. in STEM

Tools

C++20

Job description

CGI Nederland is seeking an experienced C++ software developer to modernize margin and risk models within AACB. You will collaborate with the Quant Analyst (QRM) team, software engineers and product owners to understand requirements and implement improvements for the risk system handling exchange-traded derivatives.

The role emphasizes coaching junior developers, strong communication, and delivering robust model enhancements in a globally connected environment.