Pleiotropy (i.e., genes with effects on multiple traits) leads to genetic correlations between traits and contributes to the development of many syndromes. Identifying variants with pleiotropic effects on multiple health-related traits can improve the biological understanding of gene action and disease etiology, and can help to advance disease-risk prediction. Sequential testing is a powerful approach for mapping genes with pleiotropic effects. However, the existing methods and the available software do not scale to analyses involving millions of SNPs and large datasets. This has limited the adoption of sequential testing for pleiotropy mapping at large scale. In this study, we present a sequential test and software that can be used to test pleiotropy in large systems of traits with biobank-sized data. Using simulations, we show that the methods implemented in the software are powerful and have adequate type-I error rate control. To demonstrate the use of the methods and software, we present a whole-genome scan in search of loci with pleiotropic effects on seven traits related to metabolic syndrome (MetS) using UK-Biobank data (n~300 K distantly related white European participants). We found abundant pleiotropy and report 170, 44, and 18 genomic regions harboring SNPs with pleiotropic effects in at least two, three, and four of the seven traits, respectively. We validate our results using previous studies documented in the GWAS-catalog and using data from GTEx. Our results confirm previously reported loci and lead to several novel discoveries that link MetS-related traits through plausible biological pathways.