Algorithmic Quant Trader (Zurich)

h3About G-20 /h3pG-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. /ph3Role Overview /h3pWe 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. /ppThe 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. /ph3Key Responsibilities /h3ulliDesign, develop, and optimize systematic market‑making and liquidity‑provision algorithms across spot, futures, perpetuals, and other derivatives. /liliDevelop dynamic quoting models incorporating spread optimization, inventory skew, volatility, liquidity, order‑book dynamics, and adverse‑selection risk. /liliResearch market microstructure and identify opportunities to improve fill quality, capture spreads, and reduce execution costs and information leakage. /liliBuild quantitative models for fair‑value estimation, short‑term price prediction, order placement, and inventory/risk management. /liliBacktest and simulate strategies using high‑frequency tick and order‑book data. /liliAnalyze live strategy performance, including PL attribution, fill rates, queue position, mark‑outs, inventory, and execution quality. /liliWork closely with traders and engineers to deploy research into low‑latency production trading systems. /liliOptimize strategies across multiple exchanges and liquidity venues, accounting for differences in fees, rebates, latency, market structure, and liquidity. /liliDevelop automated risk controls and monitoring for market‑making strategies. /liliStrong quantitative degree in mathematics, statistics, physics, computer science, engineering, or a related discipline. High‑ranking universities preferred. /liliStrong analytical and problem‑solving skills. /liliStrong written and verbal communication skills. /liliDemonstrable professional experience developing algorithmic market‑making strategies in crypto, equities, futures, FX, or other highly electronic markets. /liliDeep understanding of market microstructure, limit‑order books, execution algorithms, inventory management, and adverse selection. /liliStrong programming skills, preferably Python plus C++ and/or Rust. /liliExperience working with tick‑level and order‑book data and building quantitative research/backtesting frameworks. /liliUnderstanding of statistical modelling, optimization, time‑series analysis, and quantitative risk management. /liliExperience taking strategies from research through backtesting and into live production. /liliStrong commercial mindset with the ability to connect quantitative research directly to trading performance. /li /ulh3Preferred / Desirable Experience /h3ulliDirect experience in crypto market making or liquidity provision across major centralized and/or decentralized venues. /liliExperience with high‑frequency or low‑latency trading systems. /liliKnowledge of cross‑venue pricing, arbitrage, hedging, and inventory optimization. /liliExperience market making derivatives, particularly perpetual futures and options. /liliProven track record of improving market‑making strategy profitability, scalability, or execution quality. /li /ulh3Right towork /h3pThis 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. /ppJoin G-20Groupand be a part of a team that is at the forefront of financial markets, driving innovation and excellence in the sector. /p #J-18808-Ljbffr