Senior Quantitative Developer​/Quantitative Analyst

• One of Europe's leading quantitative trading organisations is expanding its front-office quantitative technology capability in Geneva. This role sits directly alongside traders, quantitative researchers and risk teams, building and supporting pricing, risk and model infrastructure used across global trading businesses.
• This is not a pure software engineering position. We are looking for someone who combines strong software development with genuine quantitative modelling experience.
• You're work on production pricing models, model calibration, market data validation and derivatives risk systems covering Rates and Credit products.

• Build pricing and risk infrastructure used by front‑office trading teams
• Implement and validate quantitative models
• Perform model calibration across rates curves, volatility surfaces and credit curves
• Improve pricing accuracy, model performance and data integrity
• Work directly with traders, portfolio managers and quantitative researchers
• Support P&L Explain, Greeks and production risk analytics

• Strong degree (or higher) in Computer Science, Mathematics, Physics or another quantitative discipline
• Python
• Strong understanding of derivatives pricing
• Practical experience with Rates and/or Credit products
• Experience calibrating quantitative models
• Knowledge of volatility models (SA , Heston or similar)
• Understanding of Greeks, P&L Explain and risk analytics
• Experience building production-quality quantitative software

• Hedge Funds
• Investment Banks
• Electronic Trading
• Systematic Trading
• Quantitative Risk

Already based in

• Switzerland or or
• Open to relocating from - London or Paris

• Base salary up to approximately CHF 150, (negotiable)