Senior Front Office Quantitative Developer

Senior Front Office Quantitative Developer

Production Pricing Libraries • Rates & Credit Derivatives • Modern C++ • Front Office

Geneva, Switzerland

We are recruiting for a highly technical Front Office Quantitative Developer to join a leading global macro investment firm in Geneva.

This is a hands-on quantitative development role working directly alongside Portfolio Managers and traders, developing and enhancing production pricing libraries for Rates and Credit derivatives.

This is not a Quant Research, Model Validation, Risk Management / Market Risk or Trading Infrastructure position.

Responsibilities

• Design, develop and enhance production pricing libraries used directly by Front Office traders.
• Implement quantitative models, numerical methods and calibration algorithms for Rates and Credit derivatives.
• Develop high-performance modern C++ software within a production trading environment.
• Work closely with Portfolio Managers, traders and quantitative analysts on new functionality and pricing enhancements.
• Contribute throughout the full software development lifecycle from design through implementation and optimisation.

Essential Experience

Successful applicants will typically demonstrate commercial experience across most of the following:

• Production pricing libraries.
• Interest Rate and/or Credit derivatives.
• Modern C++ development.
• Quantitative model implementation.
• Calibration algorithms.
• Yield curves and/or volatility surfaces.
• Front Office trading environments.
• Direct interaction with traders or Portfolio Managers.

Please note

This opportunity is unlikely to be suitable if your background is primarily in:

• Model Validation
• Risk Management / Market Risk
• Regulatory Quantitative Analytics
• Trading Infrastructure
• Electronic Trading
• Quantitative Research without commercial production pricing library development
• Equities or Commodities without recent Rates/Credit pricing experience

Location

This is an on-site position based in Geneva. Candidates should either already be based in Switzerland or be willing and able to relocate to Geneva.

Package

• Base salary up to approximately CHF 150,000 - 200,000 (although negotiable)
• Strong Performance bonus
• Excellent long-term career opportunity