Senior Quant Developer C++

Introduction 36 hours per week Start date: ASAP End date: 31 August 2027 Hybrid way of work Extension is possible ZZP is not allowed. The relocation is not possible for this role. Function AACB’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 AACB’s 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. With the following results (SMART) • 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) Requirements • 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. Information Jobs A2Z-CM +31(0)20-3337629 Application Jobs A2Z-CM +31(0)20-3337629 Apply Back to overview Your contact Information Jobs A2Z-CM +31(0)20-3337629 Vacancy number 4287

Interested? Answer a few short questions and you will be redirected to the correct office. First of all, what’s your name? Got it Chloe, which A2Z-CM Office would you like to contact? Amsterdam, the Netherlands or London, UK ? Select Office Amsterdam,the Netherlands London, UK Great, now what’s your email ? Great, and your contact phone number? Last question please describe briefly what you would like to talk about? Thank you, we will contact you asap! Twitter Facebook-f Linkedin-in Instagram Offices A2Z-CM Evert van de Beekstraat 354 (5th floor) 1118 CZ Schiphol the Netherlands KvK: 63550547