Senior HPC Quantitative Developer - Finance & Risk

Zanders Group; Utrecht; Hybrid; EUR 120,000 - 190,000; Full time

Benefits offered by this job

Hybrid work environment

Home office allowance

Internet allowance

Participation in bonus scheme

Pension scheme

Laptop and iPhone

Job summary

Zanders is seeking a Senior Manager and Quantitative Developer (HPC) to steer the technical direction for high-performance pricing and risk libraries. You will lead delivery across client projects and grow our quantitative development practice while working with an international team of consultants.

You join our Financial Institutions group in London or Utrecht, guiding architecture for derivatives pricing, market risk, and counterparty risk analytics and acting as a senior voice for

Qualifications

• 7+ years of experience in quantitative development, ideally in a bank, fintech or consultancy, including leading technical teams and delivering production-grade code
• Master's or PhD in mathematics, physics, statistics, computer science, engineering or a related quantitative field
• Expert-level modern C++ (STL, templates, RAII, unit testing, build systems) and experience setting engineering standards
• Strong knowledge of numerical methods for derivatives pricing and risk, such as Monte Carlo, PDE/finite-difference and AAD
• Working knowledge of Linux as a development and deployment platform, including profiling and performance diagnostics
• Fluent spoken and written English, and the ability to communicate technical and strategic messages to senior stakeholders

Responsibilities

• Lead delivery across multiple client projects, from scope and planning to implementation, testing and hand-over, within budget and agreed timelines
• Set the technical direction for pricing and risk libraries, with a focus on performance, scalability and production quality
• Make and defend key architecture and design decisions for HPC and numerical computing solutions
• Solve complex, cross-project performance and scalability issues and turn the insights into reusable, scalable approaches
• Build and maintain relationships with client stakeholders at multiple levels, including senior technical and business leaders
• Identify, develop and help close new assignments with existing and new clients, including shaping proposals
• Lead, coach and develop consultants and developers, and balance workloads across the team
• Build Zanders' expertise in high-performance quantitative computing and share it through articles, events and internal sessions
• Bring in new approaches, tools and trends that improve client delivery and team performance
• Contribute to Zanders-wide initiatives and help strengthen how our teams deliver

Skills

Quantitative development

C++ expert

Team leadership

Derivatives pricing

English fluency

Linux development

Numerical methods

Education

Master's or PhD in quantitative field

Tools

CUDA

ROCm

Python

Job description

Zanders is seeking a Senior Manager and Quantitative Developer (HPC) to steer the technical direction for high-performance pricing and risk libraries. You will lead delivery across client projects and grow our quantitative development practice while working with an international team of consultants.

You join our Financial Institutions group in London or Utrecht, guiding architecture for derivatives pricing, market risk, and counterparty risk analytics and acting as a senior voice for