Senior Quant Engineer — C++ Risk Modeling Lead

Wypoon Technologies BV; Amsterdam; Hybrid; EUR 130,000 - 150,000; Full time

Benefits offered by this job

Competitive compensation

25 days vacation

Relocation assistance

Visa sponsorship

Job summary

Wypoon Technologies BV in Amsterdam is seeking a Senior Quant Engineer with extensive C++ development experience and a strong grasp of financial markets, quantitative modelling and market or counterparty risk. You will evolve pricing and risk models in an established C++ risk platform.

You’ll partner with Quant Analysts, QRM and software engineers to translate quantitative methods into robust production implementations across multiple asset classes.

Qualifications

• Minimum MSc in a STEM discipline.
• 7+ years as a C++ software developer.
• 4+ years developing market risk or counterparty risk systems.
• Strong hands-on experience with large, complex C++ codebases.
• Proficiency with modern C++ up to C++20.
• Ability to communicate quantitative model requirements to Quant Analysts.
• Knowledge of implied volatilities, pricing models and statistical analysis.

Responsibilities

• Develop a deep understanding of the existing risk system and its C++ codebase.
• Collaborate with Quant Analysts responsible for pricing, margining and risk methodologies.
• Translate quantitative models into robust production implementations.
• Develop and improve pricing and risk models within the C++ risk platform.
• Provide recommendations to QRM and IT Risk on model implementation and improvements.
• Design low-level architectures for quantitative model implementations.
• Assist in planning and implementing new and improved models.
• Work with software engineers on the risk platform.

Skills

C++ development

Quantitative modelling

Market risk

Counterparty risk

Communication skills

Software design

Education

MSc in STEM

Tools

C++ (modern)

Risk platform

Job description

Wypoon Technologies BV in Amsterdam is seeking a Senior Quant Engineer with extensive C++ development experience and a strong grasp of financial markets, quantitative modelling and market or counterparty risk. You will evolve pricing and risk models in an established C++ risk platform.

You’ll partner with Quant Analysts, QRM and software engineers to translate quantitative methods into robust production implementations across multiple asset classes.