Senior Manager and Quantitative Developer (HPC) Risk Advisory Group

Zanders is seeking a Senior Manager and Quantitative Developer to lead the delivery of high-performance pricing and risk libraries for financial institutions. In this role, you will set the technical direction for HPC and numerical computing solutions, guiding multidisciplinary teams across complex client projects involving derivatives pricing, market risk, and counterparty risk analytics. Your daily responsibilities encompass scoping and implementation, designing scalable architectures, solving cross-project performance issues, and coaching consultants. You will leverage advanced numerical methods such as Monte Carlo simulations, PDE/finite-difference schemes, and Adjoint Algorithmic Differentiation (AAD). The technical stack requires expert-level modern C++ (STL, templates, RAII), Linux environments, profiling tools, alongside valuable experience in parallel programming and GPU compute using CUDA or ROCm.