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North HollandHybridHours negotiable<3months
A C++ developer is sought for a long-term assignment within a financial organization.
What you do
- Develop, implement and improve both pricing models and risk models for an existing risk system (C++).
- Closely collaborate with the Quant Analyst team responsible for methodology development.
- Work 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.
What they ask
- 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 to 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.
How to apply
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