Senior Quantitative Engineer, C++ Risk & Pricing

Wypoon Technologies; Noord-Holland; On-site; EUR 120,000 - 180,000; Full time

Benefits offered by this job

Competitive compensation

25 days vacation

Relocation support

30% ruling

Travel reimbursement

Top-notch equipment

Professional development

Visa sponsorship for family

Job summary

Wypoon Technologies is seeking a Senior Quant Developer with extensive C++ hands-on experience in financial markets. You will develop and improve pricing and risk models within an established C++ risk platform and work with quant analysts, IT risk and product owners.

You will translate quantitative methodologies into robust production implementations, contribute to model development across asset classes, and coach other developers.

Qualifications

• 7+ years of professional experience as a C++ software developer.
• 4+ years of experience developing market risk or counterparty risk systems.
• Strong hands-on experience with large, complex C++ codebases.
• Experience with modern C++, up to C++20.
• Strong understanding of quantitative and mathematical modelling concepts.
• Ability to communicate quantitative model requirements to Quant Analysts.
• Experience coaching software developers and junior Quant Developers.

Responsibilities

• Develop deep understanding of the existing risk system and its large C++ codebase.
• Collaborate with Quant Analysts to develop pricing, margining and risk methodologies.
• Translate quantitative models into production implementations.
• Develop, implement and improve pricing and risk models within the C++ risk platform.
• Provide recommendations to QRM and IT Risk teams on model implementation and improvements.
• Plan and implement new and improved models in collaboration with the team.
• Work with software engineers maintaining the risk platform.
• Gather functional and technical requirements from business developers and product owners.
• Contribute to maintainability and evolution of a large-scale C++ codebase.
• Coach developers and junior Quant Developers when required.

Skills

C++

Market risk

Quantitative modelling

Production software

Communication

Mentoring

Job description

Wypoon Technologies is seeking a Senior Quant Developer with extensive C++ hands-on experience in financial markets. You will develop and improve pricing and risk models within an established C++ risk platform and work with quant analysts, IT risk and product owners.

You will translate quantitative methodologies into robust production implementations, contribute to model development across asset classes, and coach other developers.