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Quantitative Developer

Michael Bailey Associates - Zurich

Posted on Jun 6, 2021 by Michael Bailey Associates - Zurich

Genève, Switzerland
1 Sep 2021
Annual Salary

Michael Bailey Associates is currently looking for a Quantitative developer for a client within the financial industry based in Geneva.

For this role, the right candidate will have to facilitate running trading models reliably, correctly and consistently and also improve and enhance risk and pnl systems.

Primary Duties

  • Develop/maintain infrastructure to run models reliably in production

  • Facilitate low time to market of important model changes

  • Advise modelling on good design practice, work to improve model code structure

  • Review/monitor changes to the model code base to ensure reliability

  • Build tools to empower researchers, eg for testing or running research on a compute grid

  • Development, primarily in Java, Matlab and Python - also with limited C++.

Experience required

  • Around 4-10 years relevant experience of developing large scale object-orientated multi-threaded systems in Java or C++

  • Experience using a statistical computing language - such as Matlab, Python with Numpy or R

  • Basic SQL experience

  • Understanding of system performance optimisation

  • Experience at a firm dealing in the financial markets. Would also consider social media/big data firm/start-up experience etc.


  • Financial market product and pricing understanding;

  • Additional SQL experience;

  • Linux/Unix tools;

  • Prior use of grid computing tools;

  • Prior use of cloud services such as AWS or Google Cloud; and

  • Use of optimisation tools, such as Mosek.

Educational & Professional Qualifications

  • Educated to Bachelors (or equivalent) level or higher, from a leading university; and

  • A degree (or equivalent) with mathematical or computing content (eg Computer Science, Maths, Physics)

Please get in touch if you require further information regarding the position :)

Michael Bailey International is acting as an Employment Agency in relation to this vacancy.

Reference: 1220525990

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