C / C++ / C#
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Senior Quant Developer C++ voor AACB, hybride Amsterdam, 36u/week, start ASAP, duur tot 31 aug 2027.
- Locatie
- Amsterdam
- Werkvorm
- hybride
- Uren
- 36 uur per week
- Contractvorm
- zzp
- Looptijd
- tot 31 augustus 2027
- Eerste waarneming
- Opdrachtgever
- AACB
Eisen
- Skilled and comfortable working with large C++ codebases. Experience with C++ versions up and including C++ 20
- At least 7 years of experience as a C++ software developer
- Understanding of quant concepts, e.g.: implied volatilities, standard pricing models, statistical analysis techniques
- At least 4 years of experience developing market or counterparty risk systems
- Minimum of M.Sc. in STEM
- Experience coaching software developers/junior quant developers, combined with strong communication skills.
Wensen
- General understanding of linear products, options, ETFs, and basic knowledge of their pricing. Preferably across multiple asset classes.
Omschrijving
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. 36 hours per week, start date ASAP, end date 31 August 2027, hybrid way of work, extension is possible, ZZP is not allowed, relocation is possible.
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