Senior Front Office Quantitative Developer – Rates & Credit Derivatives

Compensation - Negotiable / Generous

One of Europe's leading quantitative investment managers is continuing to invest in its Front Office Quantitative Development team in Geneva. This is an opportunity to work directly alongside traders and portfolio managers, developing production pricing libraries and quantitative models used across global Rates and Credit Derivatives trading.

Your work will directly influence pricing, trading and risk decisions across live production trading systems.

This role combines modern C++ (C++17/20) software engineering with genuine front-office quantitative modelling. It is ideal for someone who enjoys both building production systems and solving complex quantitative problems.

• Implementing pricing models for Rates and Credit derivatives
• Calibrating quantitative models and volatility surfaces
• Working directly with traders and portfolio managers
• Enhancing pricing performance, robustness and analytics
• Supporting production trading systems

• Front Office Quantitative Development
• Modern C++ (C++17/20)
• Python
• Swaps, Swaptions or other OTC derivatives
• Production pricing and quantitative analytics

• Front Office Quantitative Developer
• Quantitative Developer
• Rates Quant
• Front Office Quantitative Analyst

• Hedge Funds, Investment Banks, Electronic Trading Firms or Proprietary Trading Firms

• Already based in Switzerland or elsewhere in Europe (relocation support available)