Senior Quantitative Developer / Quantitative Analyst

Senior Quantitative Developer / Quantitative AnalystRates & Credit DerivativesSwitzerland | PermanentOne of Europe's leading quantitative trading organisations is expanding its front-office quantitative technology capability in Geneva. This role sits directly alongside traders, quantitative researchers and risk teams, building and supporting pricing, risk and model infrastructure used across global trading businesses.This is not a pure software engineering position. We are looking for someone who combines strong software development with genuine quantitative modelling experience.You'll work on production pricing models, model calibration, market data validation and derivatives risk systems covering Rates and Credit products.ResponsibilitiesDevelop production quantitative libraries in modern C++Build pricing and risk infrastructure used by front-office trading teamsImplement and validate quantitative modelsPerform model calibration across rates curves, volatility surfaces and credit curvesImprove pricing accuracy, model performance and data integrityWork directly with traders, portfolio managers and quantitative researchersSupport P&L Explain, Greeks and production risk analyticsWe are looking forStrong degree (or higher) in Computer Science, Mathematics, Physics or another quantitative disciplineCommercial experience in front-office quantitative development or quantitative analysisExcellent C++ (C++17/20)PythonStrong understanding of derivatives pricingPractical experience with Rates and/or Credit productsExperience calibrating quantitative modelsKnowledge of volatility models (SABR, Heston or similar)Understanding of Greeks, P&L Explain and risk analyticsExperience building production-quality quantitative softwareIdeal Background - we are particularly interested in people currently working within:Hedge FundsInvestment BanksElectronic TradingSystematic TradingQuantitative RiskLocationsAlready based inSwitzerland or orOpen to relocating from - London or ParisPackageBase salary up to approximately CHF 150,000 - 200,000 (negotiable)Strong Performance bonusExcellent long-term career opportunity