Job description
About this role AACB’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 AACB’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. Results 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) APPLY FOR THIS JOB TALK TO A RECRUITER Your skills 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 Living in the Netherlands in MANDATORY This is a very specialized role, as we need someone who can understand mathematical modeling and communicate at a very high level with our Quant Analysts, while also having experience implementing models in large C++ codebases. Essentially, it's a hybrid role where both modeling and engineering knowledge are required. Our offer A competitive starting salary of €9.950 gross per month based on a 36-hour workweek (starting salary depends on your knowledge and work experience); 25 vacation days per year based on a 40-hour workweek; 8.33% holiday allowance (paid in May); Pension scheme (pension accrual from day one); Hybrid working; A dedicated Happy Manager to support your personal development; The opportunity to attend various courses and training programs through The Ministry Of Compliance and Projective Academy; The opportunity to earn a referral bonus (€500 for each professional you refer who starts an assignment); Travel allowance: choice of reimbursement per kilometer or a public transport card; Working-from-home allowance and a budget to set up your home office. #LI-LV2 APPLY FOR THIS JOB TALK TO A RECRUITER var swiper = new Swiper(".gallerySwiper", { loop: true, slidesPerView: 'auto', // Each slide will have its own width spaceBetween: 2, // Space between slides freeMode: true, // Allows free movement of slides grabCursor: true, autoHeight: false, /* autoplay: { delay: 3000, // Adjust the delay (in milliseconds) disableOnInteraction: false, // Autoplay continues even after user interaction },*/ }); .gallerySwiper .swiper-slide { height: auto; max-width: 100%; width: auto; } .gallerySwiper .swiper-slide img { object-fit: cover; height: 100%; } Find more challenging roles Functional Analyst Web & Broker Services Analysis At Projective Group Talent, we offer an exceptional career experience in Financial Services. We support and coach you in developing new skills and progressing in your career, whether as a Subject Matter Expert (SME) or in a leading role. As a Functional Analyst, you translate business needs into well-considered IT solutions that improve digital services for brokers, customers and […] VIEW ROLE Business Analyst Credit Risk Amsterdam Data Responsible for translating Credit Risk and Lending business requirements into nCino solutions. Key activities include requirement analysis, solution design, user story creation, backlog refinement, stakeholder management, functional testing, sprint demos, and supporting implementation of credit risk processes, ratings, and regulatory changes within the nCino platform Successfully delivered and continuously improved nCino credit risk capabilities by […] VIEW ROLE Financieel Analist Benelux Eindhoven Finance Wil jij werken op het snijvlak van finance, data en procesoptimalisatie? Voor een internationale financiële organisatie zoeken we een Financieel Analist Benelux die energie krijgt van cijfers, complexe administraties en het verbeteren van financiële processen. Je komt terecht in een professioneel Accounting Team dat verantwoordelijk is voor de financiële administratie van Nederland en België. In […] 3 years of experience VIEW ROLE CHECKOUT MORE JOBS