Key Responsibilities

Preferred Experience
At least 7 years of professional experience as a C++ software developer. At least 4 years of experience developing market risk or counterparty risk systems. Strong hands-on experience working with large and complex C++ codebases. Experience with modern C++, including versions up to C++20. Strong understanding of quantitative and mathematical modelling concepts. Ability to communicate quantitative model requirements and implementation details effectively with Quant Analysts. Understanding of quantitative concepts such as implied volatilities, standard pricing models and statistical analysis techniques. General understanding of linear financial products, options and ETFs, including basic knowledge of their pricing. Preferably experience working across multiple asset classes. Experience implementing quantitative models in production software environments. Strong communication and collaboration skills. Experience coaching software developers and/or junior Quant Developers. Minimum M.Sc. degree in a STEM discipline.
What We Offer
Competitive Compensation: Salary tailored to your skills and experience.  Generous Time Off: 25 paid vacation days (based on a 40-hour work week).  Currently living in the Netherlands and available to work on-site/hybrid when required Travel Reimbursement: We've got your daily commute covered.  Top-Notch Equipment: A high-quality device to ensure you work efficiently.  Professional Development: Financial support for certifications, technical training, and language courses—because we value your long-term career growth.  Family: Visa sponsorship for your partner and children under 18.  Temporary Accommodation: Stay in temporary housing while we help you find your permanent home.  Comprehensive Relocation Assistance: Extensive support to help you settle in smoothly.  Community & Fun: Enjoy team events and connect with developers from around the globe! 

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