Front Office Quant IV

40 uur Detachering
Amsterdam
30 juni 2026
€5400 - €8000
Solliciteren kan tot: 3 juli 2026
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Functieomschrijving

Assignment

You will join a specialised Front Office Quant team and contribute to the development and enhancement of Counterparty Credit Risk (CCR) and XVA models. You will focus on the design and enhancement of models used for Potential Future Exposure (PFE) and Exposure at Default (EAD) calculations, and contribute to a high-performance computing platform for pricing and risk management. You will work closely with model integration teams, traders, risk managers and fellow quantitative specialists, delivering robust quantitative solutions while following Scrum-based software development practices.

What you will do

  • Design and enhance Counterparty Credit Risk models for PFE and EAD modelling.
  • Develop, implement and maintain pricing and risk models throughout the full model lifecycle.
  • Contribute to the development and maintenance of a high-performance C++/CUDA computing platform.
  • Collaborate with Front Office model integration teams to implement quantitative models.
  • Develop software following Scrum and professional software engineering practices.
  • Work closely with the wider Quant team and key business stakeholders.
  • Provide quantitative support to traders and risk managers.

Requirements

Hard requirements (you must meet all):

  • Minimum of 5 years’ experience as a Quant within Counterparty Credit Risk and/or Market Risk modelling.
  • Hands-on experience with Monte Carlo modelling, risk factor modelling and derivatives pricing.
  • Experience with at least one of the following asset classes: Interest Rates, FX, Commodities, Credit, Equity or XVA.
  • Strong experience implementing quantitative models in Python and/or C++ for Front Office environments.
  • University degree (preferably MSc or PhD) in Mathematics, Physics, Statistics, Econometrics, Computer Science or Engineering.
  • Experience with professional software development practices, including Test-driven Development, Continuous Integration and Continuous Delivery.
  • Experience with Azure, Git and Docker is preferred.
  • Excellent verbal and written communication skills in English.

Practical details

Location: Amsterdam, Netherlands

Hours: 40 hours per week

Je sollicitatie dient uiterlijk 3 juli 2026 om 14:00 uur door ons te zijn ingediend, voorzien van een motivatie (waarin wordt toegelicht hoe aan de eisen en gunningscriteria wordt voldaan) en twee referenties. Wij ontvangen je gegevens graag minimaal één werkdag vóór de sluitingsdatum.

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