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Elevate your career, perform when it counts: become part of our global financial consulting evolution!

Your role:

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 counterparty 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.

Key Responsibilities:

• 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 counterparty 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

Skills to be successful:

Essential

• 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, toolchains, 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

Also valuable

• 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.