full-time
Quantitative Developer (HPC)
Consultancy.uk
- Employer
- Consultancy.uk
- Location
- Zagreb, Croatia
- Working pattern
- hybrid
About the role
Design, develop, implement, and test production-quality pricing and risk libraries, translating quantitative methods into fast, scalable code. Optimize compute-intensive workloads, contribute to technical design and client deliverables, review code, and share expertise with colleagues. Candidates need 3–7 years of quantitative development experience and a master's or PhD in a quantitative field. They should be proficient in modern C++, have working knowledge of Linux and numerical methods for pricing and risk, and communicate complex concepts clearly in English.