Quantitative Developer
Employer · NN
Software developer
Mathematician
Financial analystFull-timeBudapest
Within Group Risk Models & Analytics, the Risk Systems and Quant Development teams develop risk systems and calculation engines to measure NN Group's risks, determine required capital and support investment optimization from a risk/return perspective. We are looking for a Senior Quantitative Developer to join our international development team across The Hague and Budapest.
Tasks
- Ensure that risk calculations are accurate, reliable and computationally efficient
- Contribute to the development and implementation of complex risk models, including Solvency II and internal models
- Deliver high-quality, maintainable code with automated tests and clear documentation
- Work with business analysts and software engineers to design optimal computational solutions
- Understand and implement complex financial, quantitative and risk models and methodologies
- Support users in understanding calculation results, resolving issues and using the systems effectively
Conditions & benefits
Plenty of training and learning opportunitiesGood compensation packageHealth insuranceFree parking
Requirements
- Master's degree (WO) or PhD in a relevant field, preferably Financial Mathematics, Mathematical Finance, Mathematics, Actuarial Science or a related quantitative field
- 3–6 years of relevant professional experience
- Strong background in financial mathematics, quantitative modelling, financial modelling or risk modelling
- Hands-on programming experience; experience with C#, C++, Python or a similar language is relevant
- Self-driven, motivated and flexible, able to work independently and quickly adapt to a new environment