I'm not from around that area, but there is a club in Vevey
I think this is their website: http://www.trivevey.ch/triviera/index.php
obviously the Ironman event's are in Zurich and Rapperswil-Jona (for the 70.3)
The Vevey triathlon is just a "sprint" event but it's a very nice one. One very cool thing about lake geneva is that it's approximately a 180KM loop, although pretty flat
Lots of mountains near by.
For triathlon Switzerland is any amazing place to train, enjoy! (you probably already know that if you've been in the country for some time