Quant Developer

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 ...