C++ Quant Pricing & Risk Library Engineer

Millennium; Genf; On-site; CHF 120,000 - 180,000; Full time

Job summary

Millennium is seeking a skilled C++ developer to join its Information Technology team in Genf. You will build, maintain, and enhance the firm’s in-house quantitative pricing and risk library, while collaborating with users to gather requirements and translate business needs into scalable solutions.

Design patterns, data structures, and high-performance production-grade code will be central to your work, as you help evolve the next generation pricing and risk analytics platform in a fast-paced,

Qualifications

• Bachelor’s degree in Mathematics, Computer Science, or a related discipline; advanced qualifications are a plus.
• 2+ years of professional C++ development experience.
• Strong programming with modern C++, including C++17/20 or later.

Responsibilities

• Build, maintain, and enhance Millennium’s in-house quantitative pricing and risk library in C++.
• Support the development of the next generation pricing and risk analytics platform.
• Partner with users to gather requirements and translate business needs into scalable technical solutions.
• Facilitate integration of the library with upstream applications and related systems.
• Strengthen the broader ecosystem around the library through cross-functional collaboration across teams and departments.
• Promote C++ coding standards, design best practices, and high-quality software engineering principles.
• Help support users of the library and contribute to its ongoing stability, usability, and performance.

Skills

C++ development

Modern C++ (C++17/20)

Data structures & algorithms

Production-quality code

Analytical problem-solving

Cross-team communication

Ownership & accountability

Education

Bachelor's degree in Mathematics/CS

Job description

Millennium is seeking a skilled C++ developer to join its Information Technology team in Genf. You will build, maintain, and enhance the firm’s in-house quantitative pricing and risk library, while collaborating with users to gather requirements and translate business needs into scalable solutions.

Design patterns, data structures, and high-performance production-grade code will be central to your work, as you help evolve the next generation pricing and risk analytics platform in a fast-paced,