Senior Quantitative Engineer – (Relocation Provided)

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

Senior Quant Engineer

We are looking for a Senior Quant Engineer with extensive hands-on C++ development experience and a strong understanding of financial markets, quantitative modelling and market or counterparty risk.

AACB is modernising its existing margining models and risk systems across the asset classes within its portfolio. In this role, you will develop, implement and improve pricing and risk models within an established C++ risk platform. You will work closely with the Quant Analyst / QRM team responsible for quantitative methodology, as well as software engineers, business developers and product owners. The product scope is focused on exchange-traded derivatives.

Why Join Us?

At Wypoon Technologies, you’ll work on dynamic projects for industry leaders such as Heineken, ING, ASML, Philips, and Shell, tackling exciting challenges and delivering tailored enterprise solutions.

Here’s what makes us stand out:

• Impactful Work: Shape the future of our clients’ digital landscapes.
• Innovative Environment: Collaborate within a supportive team that values learning and growth.
• State-of-the-art Technology: Access the latest tools and platforms.
• Global Opportunities: Dreaming of living and working in theNetherlands or Belgium? We provide full support with visa processes, making your transition smooth and hassle-free!

Key Responsibilities

• Develop a deep understanding of the existing risk system and its large C++ codebase.
• Collaborate closely with Quant Analysts responsible for developing pricing, margining and risk methodologies.
• Translate quantitative methodologies and mathematical models into robust production implementations.
• Develop, implement and improve pricing models and risk models within the existing C++ risk platform.
• Provide recommendations to the QRM and IT Risk teams regarding model implementation and technical improvements.
• Design low-level solution architectures for quantitative model implementations.
• Participate in the technical planning and implementation of new and improved models.
• Work closely with software engineers supporting the existing risk platform.
• Collaborate with business developers and product owners to understand functional and technical requirements.
• Contribute to the quality, maintainability and evolution of a large-scale C++ codebase.
• Coach software developers and junior Quant Developers when required.

Preferred Experience

• At least 7 years of professional experience as a C++ software developer.
• At least 4 years of experience developing market risk or counterparty risk systems.
• Strong hands-on experience working with large and complex C++ codebases.
• Experience with modern C++, including versions up to C++20.
• Strong understanding of quantitative and mathematical modelling concepts.
• Ability to communicate quantitative model requirements and implementation details effectively with Quant Analysts.
• Understanding of quantitative concepts such as implied volatilities, standard pricing models and statistical analysis techniques.
• General understanding of linear financial products, options and ETFs, including basic knowledge of their pricing.
• Preferably experience working across multiple asset classes.
• Experience implementing quantitative models in production software environments.
• Strong communication and collaboration skills.
• Experience coaching software developers and/or junior Quant Developers.
• Minimum M.Sc. degree in a STEM discipline.

What We Offer

• Competitive Compensation: Salary tailored to your skills and experience.
• Generous Time Off: 25 paid vacation days (based on a 40-hour work week).
• Currently living in the Netherlands and available to work on-site/hybrid when required
• Travel Reimbursement: We've got your daily commute covered.
• Top-Notch Equipment: A high-quality device to ensure you work efficiently.
• Professional Development: Financial support for certifications, technical training, and language courses—because we value your long-term career growth.
• Family: Visa sponsorship for your partner and children under 18.
• Temporary Accommodation: Stay in temporary housing while we help you find your permanent home.
• Comprehensive Relocation Assistance: Extensive support to help you settle in smoothly.
• Community & Fun: Enjoy team events and connect with developers from around the globe!

Join Wypoon Technologies, where your expertise will thrive, your ideas will be valued, and your career will reach new heights.