full-time
Quantitative Developer (HPC)
Consultancy.uk
- Employer
- Consultancy.uk
- Location
- London
- Working pattern
- hybrid
About the role
Design, develop, implement, and test production-quality pricing and risk libraries, optimizing compute-intensive workloads through profiling, parallel and concurrent programming, and GPU computing where relevant. Own client workstream deliverables, contribute to technical design and code reviews, communicate progress and trade-offs, and share expertise with colleagues. Requires 3–7 years of quantitative development experience, a master's or PhD in a quantitative field, strong modern C++ skills, and working knowledge of Linux. Candidates should understand numerical methods for pricing and risk and be fluent in English; HPC, GPU, Python, and client-facing experience are valuable.