An exciting opportunity has opened for a Junior Quantitative Developer to join a leading global trading and technology team based in Geneva . This role is ideal for someone with a strong foundation in software engineering who enjoys working with complex systems and applying quantitative methods to real-world financial challenges.
You will play a key role in developing and refining the infrastructure behind large-scale algorithmic trading operations, collaborating with quantitative researchers, technologists, and portfolio teams to deliver high-performance solutions that enable cutting-edge research and live trading execution.
This position offers the chance to work at the intersection of technology and finance , in an intellectually stimulating and collaborative environment where innovation and technical excellence are valued.
What You’ll Do
- Design, develop, and enhance the firm’s research and trading systems.
- Ensure the platform delivers scalability, reliability, and ultra-low latency for large volumes of market data and transactions.
- Collaborate with quantitative researchers to validate model performance in both simulation and live environments.
- Automate processes to streamline research, testing, and deployment workflows.
- Promote best practices in coding, testing, and model design.
- Contribute directly to core development using Python and Java .
What We’re Looking For
Essential Skills & Experience
At least 2 years’ experience in a quantitative development, software engineering, or similar technical role.Strong, practical programming skills in Python and Java (hands-on coding and debugging experience required).Solid understanding and daily use of Linux environments.Familiarity with cloud computing , distributed systems , and containerization tools (e.g., Docker, Kubernetes).Experience using version control and continuous integration tools (e.g., Git, Jenkins).Desirable Skills
Knowledge of system performance optimization (profiling, caching, time complexity, memory management).Exposure to machine learning frameworks or optimization libraries (e.g., Mosek).Understanding of financial instruments , market data, and pricing models.Education
Degree in Computer Science, Mathematics, Physics , or another technical discipline with strong quantitative content.