Quantitative Developer (HPC) Risk Advisory Group

Zanders is seeking a Senior Consultant and Quantitative Developer (HPC) to join the global Financial Institutions team in Utrecht or London. You will design, develop, implement, and test high-performance pricing and risk libraries for financial institutions, focusing on derivatives pricing, market risk, counterparty risk analytics, and margin models. Daily responsibilities include translating quantitative methods into robust code, optimizing compute-intensive workloads through profiling, parallel and concurrent programming, and GPU compute, contributing to technical design decisions, owning client deliverables, and reviewing code. The technical stack requires modern C++, Linux, and numerical methods such as Monte Carlo, finite-difference PDEs, and AAD, with additional value placed on Python, CUDA, or ROCm.