Senior Quantitative Developer (HPC) Risk Advisory Group

Zanders advises banks and financial institutions on pricing, risk, and treasury, delivering high-performance pricing and risk libraries at scale. As a Senior Quantitative Developer and Manager, you lead the technical direction for HPC numerical computing solutions, guiding multidisciplinary teams across client projects focused on derivatives pricing, market risk, counterparty risk analytics, and margin models. Responsibilities include defining architecture and design decisions, solving complex cross-project performance issues, leading delivery from scope to hand-over, and coaching developers. You apply advanced numerical methods such as Monte Carlo simulations, PDE/finite-difference schemes, and Adjoint Algorithmic Differentiation (AAD). The technology stack features expert-level modern C++ (STL, templates, RAII, unit testing, build systems), Linux profiling and performance diagnostics, GPU compute with CUDA or ROCm, and Python.