Senior Quant Engineer - C++ Risk & Derivatives

Wypoon Technologies; Amsterdam; Hybrid; EUR 120,000 - 150,000; Full time

Benefits offered by this job

Competitive compensation

25 days vacation

Visa sponsorship

Relocation assistance

Temporary accommodation

Travel reimbursement

Job summary

Wypoon Technologies in the Netherlands is seeking a Senior Quant Engineer with extensive hands-on C++ development experience and a strong grasp of financial markets, quantitative modelling, and market or counterparty risk.

You will develop, implement and improve pricing and risk models within an established C++ risk platform, collaborating with Quant Analysts, IT Risk and product owners to deliver production-grade solutions for exchange-traded derivatives.

Qualifications

• 7+ years of professional C++ software development experience.
• 4+ years developing market or counterparty risk systems.
• Experience with large and complex C++ codebases.
• Strong understanding of quantitative modelling concepts.
• Ability to communicate model requirements to Quant Analysts.
• Master's or higher in STEM field.

Responsibilities

• Develop a deep understanding of the existing risk system and codebase.
• Collaborate with Quant Analysts on pricing, margining and risk methodologies.
• Translate quantitative models into production implementations.
• Improve pricing and risk models within the C++ risk platform.
• Provide recommendations to QRM and IT Risk on model implementations.
• Design architectures for quantitative model implementations.
• Plan and implement new or improved models.
• Work with software engineers on the risk platform.
• Collaborate with business developers to capture requirements.
• Contribute to maintainability and evolution of a large codebase.
• Coach junior Quant Developers when required.

Skills

C++ development

Quantitative modelling

Communication

Mentoring / coaching

Education

M.Sc in STEM

Tools

C++20

Risk platform

Job description

Wypoon Technologies in the Netherlands is seeking a Senior Quant Engineer with extensive hands-on C++ development experience and a strong grasp of financial markets, quantitative modelling, and market or counterparty risk.

You will develop, implement and improve pricing and risk models within an established C++ risk platform, collaborating with Quant Analysts, IT Risk and product owners to deliver production-grade solutions for exchange-traded derivatives.