Senior C++ Developer

We are Dutch recruitment agency based in Hilversum and we are preferred suppliers directly to the big Banking organisations here in the Netherlands.

For one of our top Banking client based in Amsterdam we are looking for a Senior C++ Developer.

36- 40 hours

2 year project

Hybrid (2 days per week onsite)

The project:

Our team's objective is the modernization of the existing margining models/system for all asset classes in its portfolio. You are expected to develop, implement and improve both pricing models and risk models for our existing risk system (C++). You’re expected to closely collaborate with Quant Analyst (QRM) team who are responsible for methodology development. Further, you will be working closely with software engineers supporting the existing system, as well as business developers and product owners to understand requirements. The scope of products is limited to exchange traded derivatives.

Responsibilities:

• Deep dive and gain a thorough understanding of the risk system’s codebase
• Provide improvement recommendations to the QRM and IT Risk teams for the model implementation
• Design the low-level solution architecture. Participate in the planning of the model implementation
• Implement and deliver model improvements in the existing risk system (C++ development)

Skillset needed:

• At least 7 years of experience as a C++ software developer
• At least 4 years of experience developing market or counterparty risk systems
• Skilled and comfortable working with large C++ codebases. Experience with C++ versions up and including C++ 20
• Understanding of quant concepts, e.g.: implied volatilities, standard pricing models, statistical analysis techniques
• General understanding of linear products, options, ETFs, and basic knowledge of their pricing. Preferably across multiple asset classes
• Experience coaching software developers/junior quant developers, combined with strong communication skills.
• Minimum of M.Sc. in STEM

This is a very specialized role, as we need someone who can understand mathematical modeling and communicate at a very high level with our Quant Analysts, while also having experience implementing models in large C++ codebases. Essentially, it's a hybrid role where both modeling and engineering knowledge are required

Interview process:

One technical interview (60 min Teams chat) and one softs skills (20 mins)

If this seems like a good fit, please apply for the role and if you need more information before applying, please reach out directly.

Dipika Kaur

Senior Consultant

Gazelle Global

Tel: +31 (0)

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Joop van den Endeplein 1, 1217 WJ Hilversum