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.

You’ll be responsible for:

• Implementing pricing models for Rates and Credit derivatives
• Calibrating quantitative models and volatility surfaces
• Working directly with traders and portfolio managers
• En...