Quantitative Developer

Description

Within the group's risk models and analytics unit, the Risk Systems and Quant Development teams build risk systems and calculation engines. These measure the company's risks, set the capital it needs, and help optimise investments by weighing risk against return.

The company is hiring a Senior Quantitative Developer for its international development team, which works across The Hague and Budapest. You will collaborate with other risk teams and report to the Head of Quant Development.

Responsibilities

• Make sure risk calculations are accurate, dependable and efficient to compute.
• Write maintainable C code that is well tested and well documented, using AI-assisted tools when they raise quality or speed.
• Partner with business analysts and software engineers to design efficient computational solutions.
• Learn and implement risk models and their methodologies.
• Help users interpret calculation results, fix problems and get the most from the systems.

Requirements

• A master's degree (WO) or PhD in a relevant field, plus 3 to 6 years of relevant professional experience.
• Strongly preferred: hands-on experience building production-quality, object-oriented software in C or a similar language such as C++.
• Essential: strong knowledge of financial or quantitative modelling, including turning model methods into software.
• Advantage: experience with large, complex enterprise systems.
• Plus: experience with Visual Studio.
• Advantage: responsible use of AI-assisted coding tools.
• You are self-driven and flexible, work well alone, and adapt quickly to new surroundings.

Conditions

You will join the Quant Development Methodology team, based in The Hague and Budapest.

The setup is hybrid, with occasional face-to-face travel.

You will work closely with the Risk Systems team, other development teams and colleagues across the risk models and analytics unit.

Benefits

• Plenty of training and learning opportunities through the company's Learning & Development Centre.
• Access to a large international network of colleagues who are happy to share their knowledge.
• Freedom to shape your own development path.
• Good compensation package.
• Health insurance.
• Free parking.