Senior Quant Engineer, C++ Risk & Derivatives (Hybrid NL)

Wypoon Technologies BV; Amsterdam; Hybrid; EUR 110,000 - 160,000; Full time

Benefits offered by this job

Competitive compensation

25 days vacation

On-site / Hybrid in NL

Travel reimbursement

Top-notch equipment

Professional development

Visa sponsorship for family

Temporary accommodation

Relocation assistance

Community & Fun

Job summary

Wypoon Technologies BV seeks a Senior Quant Engineer to advance pricing and risk models within a C++ risk platform. You will collaborate with Quant Analysts, QRM and IT Risk to translate complex methodologies into production code, shaping risk systems across asset classes.

We expect 7+ years in C++ software development with 4+ years in market/counterparty risk, strong modelling knowledge, and MSc in a STEM field. Hybrid work in the Netherlands and visa support are available.

Qualifications

• Minimum 7 years as a C++ software developer.
• At least 4 years in market or counterparty risk systems.
• Strong experience with large, complex C++ codebases.
• Proficient in modern C++, up to C++20.
• Solid understanding of quantitative modelling.
• Ability to translate models into production code and communicate with Quant Analysts.
• MSc in a STEM discipline.

Responsibilities

• Understand and optimize the existing risk system and C++ codebase.
• Collaborate with Quant Analysts on pricing, margining and risk methodologies.
• Translate quantitative models into robust production implementations.
• Develop and improve pricing and risk models in the C++ risk platform.
• Advise QRM and IT Risk on model implementation and technical improvements.
• Design low-level architectures for quantitative model implementations.
• Plan and implement new and improved models.
• Work with software engineers supporting the risk platform.
• Gather requirements with business developers and product owners.
• Mentor junior Quant Developers.

Job description

Wypoon Technologies BV seeks a Senior Quant Engineer to advance pricing and risk models within a C++ risk platform. You will collaborate with Quant Analysts, QRM and IT Risk to translate complex methodologies into production code, shaping risk systems across asset classes.

We expect 7+ years in C++ software development with 4+ years in market/counterparty risk, strong modelling knowledge, and MSc in a STEM field. Hybrid work in the Netherlands and visa support are available.