Senior Front Office Quantitative Developer Job Geneva area,Genf Switzerland,Finance & Banking

Location: Genf

Senior Front Office Quantitative Developer

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.

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

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:

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, (although negotiable)

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