c/c++ developer in financial risk

Levy Professionals provides professional solutions to organizations ranging from tech start-ups to global players. The company connects skilled employed professionals and contractors with projects through an international and local network based in Amsterdam and London.

• Develop a thorough understanding of the existing risk system architecture and codebase;
• Implement and deliver improvements to pricing and risk models in C++;
• Translate quantitative methodologies into production-ready software implementations;
• Provide technical recommendations to the QRM and IT Risk teams regarding model implementation;
• Design low-level solution architecture for model implementation;
• Participate in technical planning and implementation activities;
• Work closely with Quant Analysts to understand mathematical models, methodologies and requirements;
• Collaborate with software engineers, Product Owners and Business Developers throughout the development lifecycle;
• Improve the quality, maintainability and scalability of the existing risk platform;
• Coach and support software developers and junior quantitative developers;
• Communicate complex technical and quantitative concepts clearly to technical and non-technical stakeholders.

• 7+ Years of professional experience as a C++ software developer;
• 4+ Years of experience developing market risk or counterparty risk systems;
• Strong experience working with large and complex C++ codebases;
• Experience with modern C++, including versions up to and including C++20;
• Experience implementing quantitative or mathematical models in software;
• Understanding of implied volatility, standard pricing models and statistical analysis techniques;
• General understanding of linear products, options, ETFs and basic financial product pricing;
• Experience coaching software developers and/or junior Quant Developers;
• Strong communication and stakeholder-management skills;
• Minimum M.Sc. degree in a STEM discipline;
• Nice to have: Experience working across multiple asset classes.

• Long-term project;
• Financial Services / Banking client.