ppbImportant /b: Please only apply if you are able to work on-site at our Zurich office every working day. This is a fully office-based role with no option for remote work. /p h3About G-20 /h3 pG-20 Group is a cross-asset trading firm headquartered in Switzerland, trading delta-one and derivatives markets globally. We combine startup agility with institutional-grade experience in proprietary trading, technology, and quantitative finance. /p h3Role Overview /h3 pWe are seeking an AlgorithmicQuantTraderto develop and optimize systematic market-making strategies across digital assets and, where applicable, traditional markets. The role is focused on building high-performance algorithms that continuously price liquidity, manage inventory and risk, and capture spread and microstructure opportunities across fragmented electronic markets. /p pThe successful candidate will have hands‑on experience developing production market-making algorithms and a strong understanding of order books, execution, adverse selection, inventory management, and high-frequency market dynamics. /p h3Key Responsibilities /h3 ulliDesign, develop, and optimize systematic market‑making and liquidity‑provision algorithms across spot, futures, perpetuals, and other derivatives. /li /ul ulliDevelop dynamic quoting models incorporating spread optimization, inventory skew, volatility, liquidity, order‑book dynamics, and adverse‑selection risk. /li /ul ulliResearch market microstructure and identify opportunities to improve fill quality, capture spreads, and reduce execution costs and information leakage. /li /ul ulliBuild quantitative models for fair‑value estimation, short‑term price prediction, order placement, and inventory/risk management. /li /ul ulliBacktest and simulate strategies using high‑frequency tick and order‑book data. /li /ul ulliAnalyze live strategy performance, including PL attribution, fill rates, queue position, mark‑outs, inventory, and execution quality. /li /ul ulliWork closely with traders and engineers to deploy research into low‑latency production trading systems. /li /ul ulliOptimize strategies across multiple exchanges and liquidity venues, accounting for differences in fees, rebates, latency, market structure, and liquidity. /li /ul ulliDevelop automated risk controls and monitoring for market‑making strategies. /li /ul ulliStrong quantitative degree in mathematics, statistics, physics, computer science, engineering, or a related discipline.High-ranking universities preferred. /li liStrong analytical and problem‑solving skills. /li liStrong written and verbal communication skills. /li liDemonstrable professional experience developing algorithmic market‑making strategies in crypto, equities, futures, FX, or other highly electronic markets. /li liDeep understanding of market microstructure, limit‑order books, execution algorithms, inventory management, and adverse selection. /li liStrong programming skills, preferably Python plus C++ and/or Rust. /li liExperience working with tick‑level and order‑book data and building quantitative research/backtesting frameworks. /li liUnderstanding of statistical modelling, optimization, time‑series analysis, and quantitative risk management. /li liExperience taking strategies from research through backtesting and into live production. /li liStrong commercial mindset with the ability to connect quantitative research directly to trading performance. /li /ul h3Preferred / Desirable Experience /h3 ulliDirect experience in crypto market making or liquidity provision across major centralized and/or decentralized venues. /li /ul ulliExperience with high‑frequency or low‑latency trading systems. /li /ul ulliKnowledge of cross‑venue pricing, arbitrage, hedging, and inventory optimization. /li /ul ulliExperience market making derivatives, particularly perpetual futures and options. /li /ul ulliProven track record of improving market‑making strategy profitability, scalability, or execution quality. /li /ul h3Right towork /h3 pThis role is based in our Zurich office.Only candidates who reside in and whopossessthe pre-existing right to work in Switzerland without requiring company sponsorship needapply. /p pJoin G-20Groupand be a part of a team that is at the forefront of financial markets, driving innovation and excellence in the sector. /p /p #J-18808-Ljbffr
Algorithmic Quant Trader (Zurich) Arbeitgeber: G-20 Group
Die G-20 Group in Zürich bietet eine herausragende Arbeitsumgebung für Compliance-Experten, die Wert auf Eigenverantwortung und enge Zusammenarbeit mit der Unternehmensführung legen. Unsere Unternehmenskultur fördert kontinuierliches Lernen und persönliche Entwicklung, während wir gleichzeitig ein flexibles Arbeitsmodell anbieten, das sowohl Vollzeit- als auch Teilzeitoptionen umfasst. Mit der Möglichkeit, direkt mit Schweizer Regulierungsbehörden zu interagieren, bietet diese Position nicht nur spannende Herausforderungen, sondern auch die Chance, einen bedeutenden Einfluss auf die Compliance-Strategien des Unternehmens auszuüben.
