Senior Front Office Quantitative Developer – Rates & Credit Derivatives

ph3Compensation - Negotiable / Generous /h3 pOne 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. /p pYour work will directly influence pricing, trading and risk decisions across live production trading systems. /p pThis 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. /p h3You’ll be responsible for: /h3 ul liImplementing pricing models for Rates and Credit derivatives /li liCalibrating quantitative models and volatility surfaces /li liWorking directly with traders and portfolio managers /li liEnhancing pricing performance, robustness and analytics /li liSupporting production trading systems /li /ul h3We are particularly interested in candidates with experience in: /h3 ul liFront Office Quantitative Development /li liModern C++ (C++17/20) /li liPython /li liSwaps, Swaptions or other OTC derivatives /li liProduction pricing and quantitative analytics /li /ul h3Typical backgrounds include: /h3 ul liFront Office Quantitative Developer /li liQuantitative Developer /li liRates Quant /li liFront Office Quantitative Analyst /li /ul h3within: /h3 ul liHedge Funds, Investment Banks, Electronic Trading Firms or Proprietary Trading Firms /li /ul h3Locations /h3 ul liAlready based in Switzerland or elsewhere in Europe (relocation support available) /li /ul /p #J-18808-Ljbffr