Senior Quantitative Developer, HPC — Derivatives & Risk

Zanders; Utrecht; Hybrid; EUR 90,000 - 130,000; Full time

Benefits offered by this job

Hybrid work environment

Ergonomic home office setup allowance

Internet allowance

Mobility budget

Pension scheme

29 paid holiday days

Laptop and iPhone

Entrepreneurial culture

Job summary

Zanders, a global financial consulting firm, seeks a Senior Consultant and Quantitative Developer (HPC) to design, optimize and implement high-performance pricing and risk libraries for major financial institutions in the Utrecht/London team.

You will contribute to production-grade code, explore HPC techniques, and guide client deliverables across derivatives pricing, market risk and counterparty risk analytics, with a clear career path and international collaboration.

Qualifications

• Master's or PhD in mathematics, physics, statistics, computer science, engineering or a related quantitative field.
• 3-7 years of experience in quantitative development with production-grade code.
• Fluent spoken and written English.

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 GPU compute where relevant
• 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 our teams deliver

Skills

Quantitative development

C++ proficiency

Linux development

Numerical methods

English fluency

HPC programming

Python

Client-facing

Education

Master's or PhD in quantitative field

Tools

CUDA

ROCm

GPU kernels

Job description

Zanders, a global financial consulting firm, seeks a Senior Consultant and Quantitative Developer (HPC) to design, optimize and implement high-performance pricing and risk libraries for major financial institutions in the Utrecht/London team.

You will contribute to production-grade code, explore HPC techniques, and guide client deliverables across derivatives pricing, market risk and counterparty risk analytics, with a clear career path and international collaboration.