Senior Quant Developer Position in Fund Management
Salary is negotiable, including a package and bonus.
We are seeking a highly skilled Quant Developer to work on cutting-edge financial technology in a fast-paced asset management environment.
Overview
This role is part of a specialist Front Office applications team at a leading fund management firm in Geneva, working on a proprietary platform designed to analyze historical and live P&L/Risk. Initially focused on Credit strategies, the platform will expand to cover all macro trading strategies.
Your Role
As a Senior Quant Developer, you will be at the forefront of building and optimizing the risk and trading analytics infrastructure using C++ and Python, ensuring computational efficiency and seamless integration with trading desks, risk teams, and portfolio managers.
Key Requirements:
* 5-10 years of experience in quantitative finance, trading, or software development within finance.
* Expertise in C++ and Python programming languages.
* Strong understanding of computational efficiency and optimization techniques.
* Experience with derivatives pricing, P&L analysis, portfolio optimization, and risk management.
* Knowledge of rates and credit products.
* Strong experience with model calibration (rate curves, CDS curves, volatility surfaces, etc.).
* Experience working with SQL and NoSQL databases.
* Exposure to distributed computing frameworks, multi-threading, and parallel computing is a plus.
* Bachelor's, Master's, or Ph.D. in Computer Science, Mathematics, Engineering, Physics, Finance, or a related field.
Main Responsibilities:
* Quant Development & Integration: Work closely with Quant teams to integrate models and analytics into the platform.
* DevOps & Infrastructure: Automate deployments and enhance system performance & scalability.
* Data & Risk Analysis: Ensure the integrity and reliability of trading system data.
* Collaboration: Partner with Trading Desks, Portfolio Managers, Risk Teams, Middle Office, and Operations.
* Technology Innovation: Optimize delivery via GUI, Excel API, and Python API.
Why This Role?
* Impactful position in a renowned international finance institution with exposure to top-tier trading strategies.
* Innovative & collaborative environment, working with leading financial technologists and quants.
* Competitive compensation and benefits package.
Seniority Level
* Mid-Senior level
Employment Type
* Full-time
Job Function
* Finance, Information Technology, and Analyst
Industries
* Investment Management, Investment Banking, and Financial Services