Quantitative Developer (HPC)

Zanders; Utrecht; Hybrid; EUR 85,000 - 130,000; Full time

Benefits offered by this job

Hybrid work environment

Pension scheme

28+ paid holidays

Job summary

Zanders invites applications for a Senior Consultant and Quantitative Developer (HPC) to design, implement, and optimize high-performance pricing and risk libraries for financial institutions. You will join the Global Financial Institutions team in Utrecht, collaborating with an international group of consultants.

Ideal candidates have 3-7 years in quantitative development, strong C++ and Linux skills, and knowledge of derivatives pricing and risk methods.

Qualifications

• 3-7 years of experience in quantitative development, ideally in a bank, fintech or consultancy
• Master's or PhD in a quantitative field
• Strong proficiency in modern C++ and Linux
• Knowledge of numerical methods for derivatives pricing and risk

Responsibilities

• Design, develop, implement and test pricing and risk libraries with a focus on performance and production quality
• Translate quantitative methods into fast, robust code
• Optimize compute-intensive workloads including GPU compute
• Own client deliverables and communicate progress and risks

Skills

C++

Linux

Numerical methods

English fluency

HPC

Python

Education

Master's or PhD in mathematics, physics, statistics, computer science, engineering or related quantitative field

Tools

C++ (STL)

CUDA/ROCm (GPU)

Linux tooling

Job description

Elevate your career, perform when it counts: become part of our global financial consulting evolution!

Your role:

Zanders advises banks and other financial institutions on pricing, risk and treasury. Clients increasingly need pricing and risk models that run fast enough, at scale and at production quality.

As a Senior Consultant and Quantitative Developer (HPC), you build and optimize the high-performance computing infrastructure behind those models.

You join our global Financial Institutions team in London or Utrecht and work alongside an international group of 100+ Financial Institutions consultants. You work in multidisciplinary teams to design, develop, implement and test pricing and risk libraries, on topics such as derivatives pricing, market risk and counterparty risk analytics, and margin models. You take real responsibility early on: you contribute to technical design decisions and client deliverables, supported by senior colleagues and a clear development path.

Your background is in quantitative development at a bank, fintech or consultancy.

Key Responsibilities:

• Design, develop, implement and test pricing and risk libraries with a focus on performance, scalability and production quality
• Translate quantitative methods for derivatives pricing, market and counterparty risk analytics and margin models into fast, robust code
• Optimize compute-intensive workloads through profiling, parallel and concurrent programming and, where relevant, GPU compute
• Contribute to technical design decisions and document them for clients and colleagues
• Own client deliverables on your workstream and keep stakeholders informed of progress, risks and trade-offs
• Plan your own work within the project plan and adjust when priorities change
• Review colleagues' code and share what you learn with the team
• Build working relationships with client contacts on your projects and flag follow-on work to senior colleagues
• Develop your expertise in HPC and quantitative finance, and contribute to internal knowledge sharing
• Take part in Zanders-wide initiatives and help improve how we contribute as a team

Skills to be successful

• 3-7 years of experience in quantitative development, ideally in a bank, fintech or consultancy, with a record of delivering production-grade code
• Master's or PhD in mathematics, physics, statistics, computer science, engineering or a related quantitative field
• Strong proficiency in modern C++ (STL, templates, RAII, unit testing, build systems)
• Working knowledge of Linux as a development and deployment platform (shell, toolchains, profiling, performance diagnostics)
• Knowledge of numerical methods for derivatives pricing and risk, such as Monte Carlo, PDE/finite-difference and AAD
• Fluent spoken and written English, and the ability to turn mathematical and financial concepts into efficient, maintainable code and explain them clearly

Also valuable

• Hands-on HPC experience: parallel and concurrent programming, GPU compute with CUDA or ROCm, writing and optimizing compute kernels
• Python
• Experience in client-facing or consulting work

We offer:

• A hybrid work environment, that promotes a healthy work-life balance,
• Allowance to set up your home office in an ergonomically responsible way and an internet allowance,
• Mobility budget to cater your commuting needs,
• Participation in the Zanders bonus scheme,
• Secure your future with a pension scheme,
• 29 paid holiday days,
• A laptop and an iPhone,
• An entrepreneurial culture that values personal development, with ample room for initiatives,
• Expertise in your chosen field, building skills rapidly alongside diverse clients and consultants,
• A truly collegiate environment with enthusiastic and helpful colleagues, fostering career excellence in Treasury, Risk or Technology,
• An international and fun working environment, Cultural night events, annual Zanders's trip to a (surprise) location in Europe and many more exciting experiences to come!

About Us:

Progress your career with Zanders.

We are a global financial consulting firm focused on Treasury, Risk and Technology. From our HQ in the Netherlands, we have been expanding our presence in Europe, UK, USA, and Asia. For 30 years we have been providing innovative solutions embracing the latest technological advancements to multinational corporations, financial institutions, public sector entities and NGOs. We go beyond conventional boundaries, delving into new market segments to uncover untapped opportunities. As pioneers in Environmental, Social, and Governance (ESG) principles and practices, we support our clients to achieve their ESG goals.

At Zanders we invest in our people for an inclusive atmosphere, where freedom, fun, and collaboration are pivotal and set us apart, defining our success. We believe that diversity, equity, and inclusion (DE&I) are essential to establish a strong and sustainable business, fostering a culture that values and respects diversity in all forms. Zanders is not just a workplace - it is a supportive community.

We invite those who share our passion for collaboration, growth, and positive impact to join us on this journey. If you're in search of a workplace which nurtures personal and professional development, Zanders is the perfect fit for you.

Join us as we continue to shape the future of consultancy, making a meaningful impact in the world of Treasury, Risk, and Technology!

By applying for a role at Zanders, you give us approval to use and retain your personal details. Considering Zanders' nature of enterprise, you are expected to behave to a high moral standard. A Pre-Employment Screening (PES) by a third party is part of the application process.