Quant Developer COH 1.0

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.

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 closel...