(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.
AACB’s 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++). You’re expected to closely collaborate with AACB’s 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 system’s 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 of M.Sc. in STEM
Where will you work?
At CGI, we’re all about teamwork, respect, and making sure everyone feels they belong. From your first day, you’re not just an employee – you’re an owner and a vital part of our family. We work together to make cool things happen and solve our clients’ trickiest problems. You’ll learn a lot, grow your skills, and have the chance to shape your own career path. Plus, we’re in it together to build a place we’re all proud of. Come join us, bring your ideas into action, and let’s make a difference!
Why CGI?
CGI is one of the world’s 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
[email protected].
For questions about the application process, please contact Jana Kreckova, Recruitment Business Partner, at
[email protected].
We do not work with external recruitment agencies. Therefore, acquisition is not appreciated.
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