Key Skills

Job Description

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 Job description Our client 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. Our client covers all major exchanges and execution venues and provides central counterparty coverage in those regions as well as Brazil. Our client’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 client’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

Core Responsibilities

Analyze the existing C++ risk system and recommend improvements to model implementation in collaboration with the Quant Analyst and IT Risk teams. Design low-level solution architecture, help plan implementation, and deliver pricing and risk model improvements for exchange-traded derivatives.

Requirements

Requires at least seven years of C++ development experience and at least four years developing market or counterparty risk systems, including experience with large codebases through C++20. Candidates need quantitative concepts and derivatives pricing knowledge, coaching and communication skills, and a minimum of an MSc in a STEM field.