Front Office Quant Dev — Rates & Credit Pricing (Geneva)

NP Group; Genf; On-site; CHF 150,000 - 200,000; Full time

Benefits offered by this job

Strong bonus potential

Excellent long-term career opportunity

Job summary

NP Group in Geneva, Switzerland, is seeking a Senior Front Office Quantitative Developer to join a leading global macro investment firm. You will design and implement production pricing libraries for Rates and Credit derivatives in a high-performance modern C++ environment.

This on-site role requires direct collaboration with Portfolio Managers and traders, delivering pricing models, calibration algorithms, and end-to-end software development from design through optimization.

Qualifications

• Commercial experience with production pricing libraries.
• Experience with interest rate and/or credit derivatives.
• Experience in quantitative model implementation and calibration.

Responsibilities

• Design, develop and enhance production pricing libraries used 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.
• Collaborate with Portfolio Managers, traders and quants on pricing enhancements.
• Contribute across the full software development lifecycle from design to optimisation.

Skills

Production pricing libraries

Interest Rate derivatives

Credit derivatives

Modern C++ development

Quantitative model implementation

Calibration algorithms

Yield curves

Volatility surfaces

Front Office trading environments

Trader/PM interaction

Tools

Modern C++ (C++)

Job description

NP Group in Geneva, Switzerland, is seeking a Senior Front Office Quantitative Developer to join a leading global macro investment firm. You will design and implement production pricing libraries for Rates and Credit derivatives in a high-performance modern C++ environment.

This on-site role requires direct collaboration with Portfolio Managers and traders, delivering pricing models, calibration algorithms, and end-to-end software development from design through optimization.