Senior Front Office Quantitative Developer

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

Senior Front Office Quantitative Developer

We are recruiting for a highly technical Front Office Quantitative Developer to join a leading global macro investment firm in Geneva.

This is a hands-on quantitative development role working directly alongside Portfolio Managers and traders, developing and enhancing production pricing libraries for Rates and Credit derivatives.

This is not a Quant Research, Model Validation, Risk Management / Market Risk or Trading Infrastructure position.

Responsibilities

• Design, develop and enhance production pricing libraries used directly 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.
• Work closely with Portfolio Managers, traders and quantitative analysts on new functionality and pricing enhancements.
• Contribute throughout the full software development lifecycle from design through implementation and optimisation.

Successful applicants will typically demonstrate commercial experience across most of the following:

• Calibration algorithms.
• Yield curves and/or volatility surfaces.
• Front Office trading environments.
• Direct interaction with traders or Portfolio Managers.

Please note

This opportunity is unlikely to be suitable if your background is primarily in:

• Regulatory Quantitative Analytics
• Trading Infrastructure
• Electronic Trading
• Quantitative Research without commercial production pricing library development
• Equities or Commodities without recent Rates/Credit pricing experience

Location

This is an on-site position based in Geneva. Candidates should either already be based in Switzerland or be willing and able to relocate to Geneva.

Package

• Base salary up to approximately CHF 150,000 - 200,000 (although negotiable)