Geneva Front Office Quant Developer: Rates & Credit

NP Group; Genf; Vor Ort; CHF 150.000 - 200.000; Vollzeit

Zusammenfassung

NP Group seeks a Senior Front Office Quantitative Developer in Geneva, on-site, to design and enhance production pricing libraries used by Front Office traders. The role involves implementing quantitative models for Rates and Credit derivatives and delivering high-performance C++ software in a production trading environment.

You will work closely with Portfolio Managers, traders and quants to add new functionality and pricing enhancements, contributing across the full software development

Qualifikationen

• Commercial production pricing library development experience.
• Experience with Rates and Credit derivatives.
• Direct interaction with traders or Portfolio Managers.

Aufgaben

• 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 C++ software within a production trading environment.
• Collaborate with Portfolio Managers, traders and quants on new functionality and pricing enhancements.
• Contribute to the full software development lifecycle from design through implementation and optimisation.

Kenntnisse

Calibration algorithms

Yield curves

Front Office trading environments

Interaction with traders

C++ development

Tools

C++

Jobbeschreibung

NP Group seeks a Senior Front Office Quantitative Developer in Geneva, on-site, to design and enhance production pricing libraries used by Front Office traders. The role involves implementing quantitative models for Rates and Credit derivatives and delivering high-performance C++ software in a production trading environment.

You will work closely with Portfolio Managers, traders and quants to add new functionality and pricing enhancements, contributing across the full software development