Senior Quantitative Engineer – (Relocation Provided)
We are looking for a Senior Quant Engineer with extensive hands-on C++ development experience and a strong understanding of financial markets, quantitative modelling and market or counterparty risk. AACB is modernising its existing margining models and risk systems across the asset classes within its portfolio. In this role, you will develop, implement and improve pricing and risk models within an established C++ risk platform. You will work closely with the Quant Analyst / QRM team responsible for quantitative methodology, as well as software engineers, business developers and product owners. The product scope is focused on exchange-traded derivatives Why Join Us? At Wypoon Technologies, you’ll work on dynamic projects for industry leaders such as Heineken, ING, ASML, Philips, and Shell , tackling exciting challenges and delivering tailored enterprise solutions. Here’s what makes us stand out: ✔ Impactful Work : Shape the future of our clients’ digital landscapes. ✔ Innovative Environment : Collaborate within a supportive team that values learning and growth. ✔ State-of-the-art Technology : Access the latest tools and platforms. ✔ Global Opportunities : Dreaming of living and working in the Netherlands or Belgium ? We provide full support with visa processes, making your transition smooth and hassle-free! Key Responsibilities Develop a deep understanding of the existing risk system and its large C++ codebase. Collaborate closely with Quant Analysts responsible for developing pricing, margining and risk methodologies. Translate quantitative methodologies and mathematical models into robust production implementations. Develop, implement and improve pricing models and risk models within the existing C++ risk platform. Provide recommendations to the QRM and IT Risk teams regarding model implementation and technical improvements. Design low-level solution architectures for quantitative model implementations. Participate in the technical planning and implementation of new and improved models. Work closely with software engineers supporting the existing risk platform. Collaborate with business developers and product owners to understand functional and technical requirements. Contribute to the quality, maintainability and evolution of a large-scale C++ codebase. Coach software developers and junior Quant Developers when required. 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...
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