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contract

Quant Developer with C++ programming skills

Macee

Employer
Macee
Location
Amsterdam
Working pattern
on-site

About the role

Develop and improve pricing and risk models within a C++ risk system for exchange traded derivatives. Collaborate with Quant Analysts and software engineers to design low-level solution architectures and implement model improvements. Requires at least 7 years of C++ development experience, including 4 years in market or counterparty risk systems. A minimum of an M.Sc. in a STEM field and knowledge of quant concepts like implied volatilities and pricing models are required.

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