Senior Quantitative C++ Developer

Senior C++ Quant Developer — Amsterdam 36 hours · 12 months+ · hybrid € 7.500 – € 8.500 gross per month, excluding 8% holiday allowance A large C++20 codebase that prices derivatives and calculates market risk for a bank's global markets business. Around thirty people work on and around it — software engineers, quant developers, quant analysts, business analysts — with colleagues in Chicago, Sydney and Singapore. The work is deep rather than broad. Read a complicated system, understand what the quants actually need, implement it, get it into production. You will spend a lot of time talking to quant analysts and not much time in roadmap meetings. This is an individual contributor role, and deliberately so. Not a team lead, not a tech lead, not a chapter lead. Mentoring is not a target you will be measured on. If you have been drifting toward management and would rather go back to building things, this is that job. What you need Senior C++. C++20 preferred, strong C++17 is fine. Parts of the codebase are older, but the platform has moved — if your C++ stopped somewhere around C++03, this will not workReal time inside a large enterprise codebase. This is not greenfield and it is not a microserviceFinancial markets, properly: market risk, counterparty risk, derivatives pricing, margining, clearing or post-trade. One of them in depth, rather than all of them in passingEnough quantitative grounding to disagree with a quant analyst about a pricing model, not only to implement what you are handedEnglish. Dutch is genuinely optional here, which is rare in this market Where people who fit this usually come from Global markets or market risk technology inside a bank. Quant development teams. Proprietary trading firms and trading houses. Clearing houses, exchanges and post-trade organisations. Or a vendor building pricing and risk systems. Practical, including the parts that may not suit you Twelve months minimum, with the intention to extend36 hours, hybrid, around three days a week in the office. No fixed days, but three days is real, and Amsterdam Zuidas is where it happensThe start date is flexible. As soon as possible is preferred, but October or even early November works for the right person — so a notice period is not a problemThe interview dates are already set: first round 1 September, second round 3 or 4 September. Worth blocking those nowApplying CVs go to the client on Tuesday 25 August at 16:00, so I need yours by Monday. Message me here or call. If you are unsure whether your quant side is deep enough for this, call anyway — that is a five-minute conversation and it is better had now. Skills: C++ · C++20 · C++17 · Quantitative Development · Market Risk · Derivatives Pricing · Counterparty Risk · Financial Markets · Risk Systems · Monte Carlo #cplusplus #quantdeveloper #amsterdam #marketrisk #quantfinance