Senior Quantitative Developer — HPC for Derivatives & Risk

Zanders; Utrecht; Hybrid; EUR 85,000 - 130,000; Full time

Benefits offered by this job

Hybrid work environment

Pension scheme

28+ paid holidays

Job summary

Zanders invites applications for a Senior Consultant and Quantitative Developer (HPC) to design, implement, and optimize high-performance pricing and risk libraries for financial institutions. You will join the Global Financial Institutions team in Utrecht, collaborating with an international group of consultants.

Ideal candidates have 3-7 years in quantitative development, strong C++ and Linux skills, and knowledge of derivatives pricing and risk methods.

Qualifications

• 3-7 years of experience in quantitative development, ideally in a bank, fintech or consultancy
• Master's or PhD in a quantitative field
• Strong proficiency in modern C++ and Linux
• Knowledge of numerical methods for derivatives pricing and risk

Responsibilities

• Design, develop, implement and test pricing and risk libraries with a focus on performance and production quality
• Translate quantitative methods into fast, robust code
• Optimize compute-intensive workloads including GPU compute
• Own client deliverables and communicate progress and risks

Skills

C++

Linux

Numerical methods

English fluency

HPC

Python

Education

Master's or PhD in mathematics, physics, statistics, computer science, engineering or related quantitative field

Tools

C++ (STL)

CUDA/ROCm (GPU)

Linux tooling

Job description

Zanders invites applications for a Senior Consultant and Quantitative Developer (HPC) to design, implement, and optimize high-performance pricing and risk libraries for financial institutions. You will join the Global Financial Institutions team in Utrecht, collaborating with an international group of consultants.

Ideal candidates have 3-7 years in quantitative development, strong C++ and Linux skills, and knowledge of derivatives pricing and risk methods.