Quantitative Developer (HPC)
AI
Zanders is seeking a Quantitative Developer (HPC) to build and optimize high-performance computing infrastructure for pricing and risk models in the financial institutions team. The role involves designing, developing, and testing pricing and risk libraries, with a focus on performance, scalability, and production quality. Requires 3-7 years of quantitative development experience, strong modern C++ skills, and knowledge of numerical methods for derivatives pricing and risk.
What you'll do
- 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
What you need
Must-have
C++STLTemplatesRAIIUnit TestingBuild SystemsLinuxShell
Nice-to-have
HPCParallel ProgrammingConcurrent ProgrammingGPU ComputeCUDAROCmCompute KernelsPython
Soft skills
CommunicationCollaborationProblem SolvingStakeholder ManagementKnowledge SharingClient Relationship Building
Quantitative DeveloperHPCFinancial ServicesC++Pricing ModelsRisk ModelsConsultingHybridUtrechtSenior Consultant