Senior Quant Engineer - C++ Risk & Pricing for Derivatives

Wypoon Technologies BV; Amsterdam; Hybrid; EUR 120,000 - 180,000; Full time

Benefits offered by this job

Visa sponsorship

Temporary accommodation

Comprehensive relocation assistance

Travel reimbursement

25 days vacation

Job summary

Wypoon Technologies BV is seeking a Senior Quant Engineer to advance pricing and risk models within an established C++ risk platform. You will work closely with Quant Analysts, QRM and software engineers to translate complex methodologies into robust production solutions across derivatives markets.

The ideal candidate has 7+ years in C++ with 4+ years in market/counterparty risk, strong math skills, and a track record coaching junior developers.

Qualifications

• 7+ years as a C++ software developer.
• 4+ years building market or counterparty risk systems.
• Strong mathematical and modelling background.
• Ability to translate quantitative requirements into production code.
• Experience coaching software developers.

Responsibilities

• Develop pricing and risk models within the C++ risk platform.
• Collaborate with Quant Analysts and QRM team on methodologies.
• Translate mathematical models into robust production implementations.
• Contribute to model design, coding, testing and deployment.
• Provide guidance to junior Quant Developers when needed.

Skills

C++ development

Quantitative modelling

Risk systems

Model implementation

Mentoring juniors

Education

M.Sc. in STEM

Tools

C++20

Job description

Wypoon Technologies BV is seeking a Senior Quant Engineer to advance pricing and risk models within an established C++ risk platform. You will work closely with Quant Analysts, QRM and software engineers to translate complex methodologies into robust production solutions across derivatives markets.

The ideal candidate has 7+ years in C++ with 4+ years in market/counterparty risk, strong math skills, and a track record coaching junior developers.