Senior Quantitative Developer (HPC)

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

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 Manager and Quantitative Developer (HPC), you lead how we deliver that work: you set the technical direction for high-performance pricing and risk libraries, lead delivery across client projects and grow the practice.

You join our global Financial Institutions team in London or Utrecht and work alongside an international group of 100+ Financial Institutions consultants. You lead multidisciplinary teams on topics such as derivatives pricing, market risk and counterparty risk analytics, and margin models, and you are a senior voice for quantitative development with clients and within Zanders.

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

Key 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 to be successful

Essential

• 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

Also valuable

• Hands-on HPC experience: parallel and concurrent programming, GPU compute with CUDA or ROCm, writing and optimizing compute kernels
• Python
• Experience developing client relationships or winning assignments in consulting or software

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,
• Participation in the Zanders bonus scheme,
• Secure your future with a pension scheme,
• Sufficient 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!