Copenhagen, Denmark

We are seeking a talented and motivated Quant Developer to join our team at Saxo Bank’s headquarters in Copenhagen. In this role, you will contribute to the development of our multi-purpose, multi-asset, efficient and high-performing quant library SupaPhly. This powerful tool serves as the backbone of our risk management framework, supporting everything from trading desks to risk and collateral management, as well as providing valuable functionality to our international clients on the Saxo platform and our global partners.

SupaPhly is central to Saxo Bank’s mission of building a world-class, unified risk management system that benefits all departments, clients, and partners. SupaPhly is developed in-house by a collaborative team of quants and developers, written in modern C++, and optimized for performance using advanced techniques such as vectorization, multi-threading, Adjoint Algorithmic Differentiation (AAD), domain-specific languages, expression templates, and sophisticated Monte Carlo methods.

As the core of our risk management infrastructure, SupaPhly handles all financial calculations across the bank, supporting departments from front to back. Our ongoing projects include distributed calculations, risk assessment for client portfolios, portfolio valuations under stressed scenarios, development of a Python API, and more. The systems around us are primarily built in C#, with interfaces leveraging gRPC and protocol buffers. Our software is deployed on both Windows and Linux platforms.

Responsibilities

• Contribute to the ongoing development and optimization of SupaPhly, ensuring its high performance and efficiency.
• Extend its functionality to support trading desks, risk management, collateral management, and deliver value to our clients and global partners.
• Collaborate with our team of quants and developers to refine and improve the library and associated tools.
• Contribute to ongoing projects, including distributed computing, risk metrics, portfolio valuation under stressed conditions, and Python API development.

Your Profile

As a person you are pragmatic, business-minded, and able to approach challenges with a results-oriented mindset. We value individuals who are proactive, strong problem solvers, and consistent team contributors. Our ideal candidate has experience in modern C++ development, with proficiency in C# considered an additional advantage. A solid educational background in software development, particularly in building high-performance, multi-threaded applications, is essential. We value individuals who are not only technically proficient but also passionate about solving complex problems and eager to stay current with advancements in software development.

A master’s degree in computer science, mathematics, or a related field is ideal and we recognize the value of practical experience. You should be driven by a desire to continuously learn and grow in the fields of technology and quantitative finance.

While knowledge of derivative products and quantitative development is beneficial, it is not a requirement. If you are curious, motivated, and eager to learn, we encourage you to apply. We are committed to supporting your professional development and will provide the education and resources you need to succeed in this role.

We get curious people invested in the world
 

When you work at Saxo, you become a Saxonian and part of a purpose-driven organisation, where good ideas are always taken seriously, and where you can make a true impact. We are invested in your development, and you can expect a robust career from day one when you join Saxo – no matter which role you take on.
 

You will join 2,500 other ambitious colleagues across 15 countries and become part of an international organisation. Working in Saxo, you will get to meet colleagues from many different cultures and backgrounds, and you should know that we value diversity and inclusion and see it as a genuine source of strength to drive growth, foster innovation and position us for long-term success. 
 
We encourage an open feedback culture and supportive team environments enabling employees to grow and fulfil their career aspirations.  

When you bring passion, curiosity, drive and team spirit, your learning journey will be dynamic and your career opportunities in Saxo will be immense.

At Saxo we don’t just offer a job – we offer an opportunity to invest in your future!  

How to apply :

Click here to create an account and upload your resume and a short motivation. We look forward to getting to know you better!