Quantitative Developer
Nngroup · Budapest, Hungary · hybrid
Quantitative Developer
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. You will work closely with other risk teams and report to the Head of Quant Development.
What you are going to do
• 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, using AI-assisted development tools where they improve quality and efficiency
• 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
What we offer you
• Plenty of training and learning opportunities
• Good compensation package
• Health insurance
• Free parking
Who you are
• You hold a Master’s degree (WO) or PhD in a relevant field, preferably Financial Mathematics, Mathematical Finance, Mathematics, Actuarial Science or a related quantitative field, and have 3–6 years of relevant professional experience
• You have a strong background in financial mathematics, quantitative modelling, financial modelling or risk modelling
• Experience with Solvency II, internal models or actuarial modelling is highly relevant
• Hands-on programming experience is important; experience with C#, C++, Python or a similar language is relevant
• You combine strong quantitative and mathematical skills with an interest in software development and are motivated to further develop your programming skills
• Experience with pricing, investment instrument valuation, financial modelling or trading systems is considered a strong advantage
• Experience with large, complex enterprise systems is an advantage
• Experience using Visual Studio or AI-assisted coding tools responsibly is a plus
• You are self-driven, motivated and flexible, able to work independently and quickly adapt to a new environment
Who you will work with
As part of the Quant Development Methodology team in NN Group Risk, you’ll join an international team based in The Hague and Budapest, working in a hybrid setup with occasional travel to meet face-to-face.
You will work closely with experienced software engineers, the Risk Systems team, other development teams and colleagues across Group Risk Model & Analytics, providing an excellent opportunity to further develop both your quantitative and software development expertise.
It is important to us that you continue to develop yourself.
We support you with:
• Plenty of training and learning opportunities in our Learning & Development Centre
• A large international network of colleagues who are keen to share their knowledge
• The autonomy to set out your own development path