Quantitative Developer

Description

The Risk Systems and Quant Development teams sit within Group Risk Models & Analytics. They build the risk systems and calculation engines that measure the company's risks, set the capital it must hold, and help the business balance risk against return in its investments.

This is a Quantitative Developer role in an international development team split between The Hague and Budapest. You will work with risk teams at group and business unit level and report to the Head of Quant Development.

Responsibilities

• Make sure risk calculations are correct, dependable and computationally efficient.
• Write maintainable C code with automated tests and clear documentation, and use AI-assisted tools where they improve quality or speed.
• Design optimal computational solutions together with business analysts and software engineers.
• Understand the risk models and methodologies the team implements.
• Help users read calculation results, solve problems and get the most from the systems.

Requirements

• A Master's degree (WO) or PhD in a relevant field and 3, 5 years of relevant professional experience.
• Hands-on experience building production-quality object-oriented software in C or a similar language such as C++ is strongly preferred.
• Strong financial or quantitative modelling knowledge is essential, including turning model methodologies into working software.
• Experience developing and maintaining software in large, complex enterprise systems is an advantage.
• Experience with Visual Studio is a plus.
• Experience using AI-assisted coding tools responsibly, for example for code generation, testing or review, is an advantage.
• You are self-driven and flexible, work well independently and adapt quickly to new environments.

Conditions

The team works in a hybrid way: part is based in The Hague and part in Budapest, with occasional travel to meet the whole team in person.

You will work closely with the Risk Systems team and other development teams on the Group Risk Systems.

The Group Risk Model & Analytics department brings together modelling development, reporting and validation perspectives. The team is very international.

Benefits

• A salary between €5.933 and €7.910, depending on your knowledge and experience.
• A 13th month and holiday allowance paid with your monthly salary.
• 27 vacation days for a 5-day working week, plus three Diversity Days.
• A modern pension administered by an external pension administrator.
• Training and learning opportunities through the company's Learning & Development Centre, and support for growing your career and yourself.
• A second-class rail travel card giving unlimited travel, including for private trips.
• Mileage reimbursement if you prefer to travel by your own transport.
• Allowances for setting up a home office and for internet use.