Quant Developer COH 1.0
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Job Location:
Amsterdam - Netherlands
Monthly Salary:
Not Disclosed
Posted on:
Yesterday
Vacancies:
1 Vacancy
Job Summary
Position Description:
(Note: This job posting is only open to EU candidates.
ABN AMRO Clearing (AACB) is a globally active and prominent general clearing member providing best execution clearing settlement custody and financing services for listed derivatives cash securities over-the-counter products exchange-traded funds commodities and foreign exchange transactions.
As a prime broker our single global service model for clients connects businesses in the three regions: Europe Asia-Pacific and the United States. ABN AMRO Clearing covers all major exchanges and execution venues and provides central counterparty coverage in those regions as well as Brazil.
AACBs 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). Youre expected to closely collaborate with AACBs 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.
Objectives
Deep dive and gain a thorough understanding of the risk systems 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)
Relevant knowledge skills competences and desired education level
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 STEM
Where will you work
At CGI were all about teamwork respect and making sure everyone feels they belong. From your first day youre not just an employee youre an owner and a vital part of our family. We work together to make cool things happen and solve our clients trickiest problems. Youll learn a lot grow your skills and have the chance to shape your own career path. Plus were in it together to build a place were all proud of. Come join us bring your ideas into action and lets make a difference!
Why CGI
CGI is one of the worlds largest IT consulting companies. Our people keep the Netherlands running. Government institutions banks aerospace organizations infrastructure organizations and energy transport and manufacturing companies are clients of CGI. We work on interesting projects that impact the daily lives of millions of people. We have a strong regional presence strengthened by global domain expertise our ecosystem and colleagues located all over the world.
We are proud of the impactful projects that we successfully deliver together with our colleagues.
At CGI we place great value on diversity and inclusion as this not only promotes collaboration but often leads to better results. We look forward to your contribution to our team! You will work in small self-managing teams made up of experts in your field.
Control over your own career with the space to continue developing yourself
An excellent salary and attractive secondary benefits
A permanent contract from day one
Part-time opportunities
The opportunity to become a CGI shareholder
Join our team of experts and apply today!
Apply now! We will contact you as soon as possible. Do you have questions about the position Feel free to contact Carlo Busman Director Consulting Services at
For questions about the application process please contact Nick Damen Recruitment Business Partner at
We do not work with external recruitment agencies. Therefore acquisition is not appreciated.
#LI-ND
What you can expect from us:
Together as owners lets turn meaningful insights into action.
In 1976 opgericht als een familiebedrijf is CGI vandaag de dag een van de grootste onafhankelijke zakelijke en ICT-dienstverleners ter wereld. Bij ons draait het om ownership teamwork en respect. Je krijgt de ruimte om al je talenten volledig te ontplooien.
Vanaf je eerste werkdag ben je mede-eigenaar van CGI. We profiteren samen van ons succes en je krijgt de kans én verantwoordelijkheid om actief bij te dragen aan de koers en strategie van ons bedrijf.
Jouw inzet voegt waarde toe. Je werkt aan innovatieve oplossingen en bouwt aan je netwerk van collegas en klanten. Je hebt toegang tot wereldwijde kansen om je ideeën te realiseren mogelijkheden te benutten en te profiteren van onze kennis van de industrie en technologische expertise.
Ontdek bij ons de mogelijkheden voor jouw persoonlijke ontwikkeling en zet de volgende stap in je carrière. Hier staat jouw succes centraal!
Required Experience:
IC
Key Skills
- CCTV
- Computer Science
- Corporate Marketing
- E Learning
- Arabic English Translation
About Company
The COMPANY is one of the few end-to-end consulting firms with the scale, reach, capabilities and commitment to meet clients’ enterprise digital transformation needs. Our 77,500 consultants and professionals work side-by-side with clients in 10 industries across more than 400 location ... View more
