We introduce a finite dimensional anharmonic soft spin glass in a field and show how it allows the construction a field theory at zero temperature and the corresponding loop expansion. The mean field level of the model coincides with a recently introduced fully connected model, the KHGPS model, and it has a spin glass transition in a field at zero temperature driven by the appearance of pseudogapped non-linear excitations. We analyze the zero temperature limit of the theory and the behavior of the bare masses and couplings on approaching the mean field zero temperature critical point. Focusing on the so called replicon sector of the field theory, we show that the bare mass corresponding to fluctuations in this sector is strictly positive at the transition in a certain region of control parameter space. At the same time the two relevant cubic coupling constants g 1 and g 2 show a non-analytic behavior in their bare values: approaching the critical point at zero temperature, g 1 → ∞ while g 2 ∝ T with a prefactor diverging at the transition. Along the same lines we also develop the field theory to study the density of states of the model in finite dimension. We show that in the mean field limit the density of states converges to the one of the KHGPS model. However the construction allows a treatment of finite dimensional effects in perturbation theory.