Senior Quant Developer C++

Introduction 36 hours per week Start: 01 December 2026 End: 30 November 2027 Extension is possible ZZP not is allowed Hybrid working The relocation is not possible for this role Function ABN AMRO Clearing (AACB) is a globally active and prominent general clearing member, providing best execution, clearing, settlement, custody and financing services for listed derivatives, cash securities, over-the-counter products, exchange-traded funds, commodities, and foreign exchange transactions. As a prime broker, our single global service model for clients connects businesses in the three regions: Europe, Asia-Pacific, and the United States. ABN AMRO Clearing covers all major exchanges and execution venues and provides central counterparty coverage in those regions as well as Brazil.

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. Objectives:

• 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 Relevant knowledge, skills, competences and desired education level
• 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 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 4469

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 Select Office Amsterdam,the Netherlands 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!

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