full-time
Quant Developer
CGI Nederland
- Employer
- CGI Nederland
- Location
- Almere, Flevoland, Netherlands
- Working pattern
- on-site
About the role
Analyze the existing risk system codebase and recommend improvements to model implementation in collaboration with the Quant Analyst and IT Risk teams. Design the low-level solution architecture, help plan implementation, and develop and deliver pricing and risk model improvements in the C++ system. Requires at least seven years of C++ software development experience and at least four years developing market or counterparty risk systems, including experience with large codebases and C++ versions through C++20. Candidates should have an M.Sc. in a STEM field, understand quantitative concepts and the pricing of linear products, options, and ETFs, and bring coaching and communication skills.