Quantitative Developer; HPC)

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 Consultant and Quantitative Developer (HPC), you build and optimize the high-performance computing infrastructure behind those models.

You join our global Financial Institutions team in London or Utrecht and work alongside an international group of 100+ Financial Institutions consultants. You work in multidisciplinary teams to design, develop, implement and test pricing and risk libraries, on topics such as derivatives pricing, market risk and counter party risk analytics, and margin models. You take real responsibility early on: you contribute to technical design decisions and client deliverables, supported by senior colleagues and a clear development path.

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

• 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 counter party risk analytics and margin models into fast, robust code
• Optimize compute-intensive workloads through profiling, parallel and concurrent programming and, where relevant, GPU compute
• 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

• 3-7 years of experience in quantitative development, ideally in a bank, fintech or consultancy, with a record of delivering production-grade code
• Master's or PhD in mathematics, physics, statistics, computer science, engineering or a related quantitative field
• Strong proficiency in modern C++ (STL, templates, RAII, unit testing, build systems)
• Working knowledge of Linux as a development and deployment platform (shell, tool chains, profiling, performance diagnostics)
• Knowledge of numerical methods for derivatives pricing and risk, such as Monte Carlo, PDE/finite-difference and AAD
• Fluent spoken and written English, and the ability to turn mathematical and financial concepts into efficient, maintainable code and explain them clearly

• Hands-on HPC experience: parallel and concurrent programming, GPU compute with CUDA or ROCm, writing and optimizing compute kernels
• Python
• Experience in client-facing or consulting work

• 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,
• Mobility budget to cater your commuting needs,
• Participation in the Zanders bonus scheme,
• Secure your future with a pension scheme,
• 29 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!

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.

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