Senior Quantitative Developer – HPC for Derivatives & Risk

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

Benefits offered by this job

Hybrid work environment

Home office setup allowance

Mobility budget

Zanders bonus scheme

Pension scheme

29 paid holidays

Laptop and iPhone

Professional development opportunities

Job summary

Zanders Group is seeking a Senior Consultant and Quantitative Developer (HPC) to join our Financial Institutions team in London or Utrecht. You will design, develop and optimize pricing and risk libraries with production-grade quality, translating complex derivatives pricing and risk methods into efficient, scalable code.

You will own client deliverables and contribute to technical decisions alongside a global team.

Qualifications

• 3–7 years of experience in quantitative development
• Master's or PhD in a quantitative field
• Strong proficiency in modern C++ (STL, templates, RAII) and software engineering
• Linux development/deployment experience
• Knowledge of derivatives pricing and risk methods (Monte Carlo, PDE)
• Fluent English and ability to explain complex concepts clearly

Responsibilities

• Design, develop, implement and test pricing and risk libraries with focus on performance, scalability and production quality
• Translate quantitative methods for derivatives pricing and risk analytics and margin models into fast, robust code
• Optimize compute-intensive workloads through profiling, parallel/concurrent programming and GPU compute
• Own client deliverables and keep stakeholders informed of progress and trade-offs
• Plan your work within the project plan and adjust when priorities change
• Review colleagues' code and share learnings with the team
• Develop expertise in HPC and quantitative finance and contribute to internal knowledge sharing
• Contribute to Zanders-wide initiatives and help improve how our teams deliver
• Build working relationships with client contacts and flag follow-on work to seniors

Skills

Quantitative development

C++

Linux

Numerical methods

English fluency

Education

Master's/PhD in quantitative field

Tools

CUDA

Python

Job description

Zanders Group is seeking a Senior Consultant and Quantitative Developer (HPC) to join our Financial Institutions team in London or Utrecht. You will design, develop and optimize pricing and risk libraries with production-grade quality, translating complex derivatives pricing and risk methods into efficient, scalable code.

You will own client deliverables and contribute to technical decisions alongside a global team.