Senior HPC Quant Dev - Lead Pricing & Risk Systems

Zanders

Utrecht

Hybrid

EUR 120,000 - 190,000

Full time

3 days ago

Be an early applicant

Get a reply from this employer

Your resume and cover letter, tailored to exactly what they’re hiring for.

Get past ATS filters

Benefits offered by this job

Hybrid work environment

Internet allowance

Bonus scheme

Pension scheme

Laptop and iPhone

Job summary

Zanders is seeking a Senior Manager and Quantitative Developer (HPC) to lead high‑performance pricing and risk libraries, delivering across client projects and growing the practice. You will guide architecture and team delivery, collaborating with an international group of consultants in the Financial Institutions team in Utrecht or London.

You bring 7+ years in quantitative development, advanced degrees, and expert C++ skills.

Qualifications

7+ years of experience in quantitative development, including leading technical teams and delivering production‑grade code.
Master's or PhD in mathematics, physics, statistics, computer science, engineering or related quantitative field.
Strong C++ expertise and ability to set engineering standards.
Knowledge of numerical methods for derivatives pricing and risk (Monte Carlo, PDE/finite‑difference, AAD).
Experience with Linux as development and deployment platform.

Responsibilities

Lead delivery across multiple client projects, from scope and planning to implementation, testing and hand‑over within budget and timelines.
Set technical direction for pricing and risk libraries with a focus on performance and production quality.
Make and defend architecture decisions for HPC and numerical computing solutions.
Solve performance/scalability issues and turn insights into scalable approaches.
Build and maintain relationships with client stakeholders at multiple levels.