Algorithmic Quant Trader (Zurich)

G-20 Group; Zürich; Vor Ort; CHF 150.000 - 230.000; Vollzeit

Zusammenfassung

G-20 Group, a Zurich-based cross-asset trading firm, seeks an Algorithmic Market Maker to develop and optimize high-performance strategies across crypto and derivatives. You will design dynamic quoting models, study market microstructure, and build production-ready systems with tight risk controls.

You will work with traders and engineers to deploy strategies across exchanges, leveraging Python, C++, and Rust to handle tick-level data and backtesting.

Qualifikationen

• Strong mathematical and statistical background.
• Experience developing algorithmic market-making strategies.
• Proficient in Python and C++ or Rust.
• Experience with tick-level and order-book data.
• Ability to backtest and deploy strategies to production.
• Excellent written and verbal communication skills.

Aufgaben

• Design, develop, and optimize systematic market-making algorithms across spot, futures, perpetuals, and other derivatives.
• Develop dynamic quoting models incorporating spread, inventory skew, volatility, liquidity, order-book dynamics, and adverse‑selection risk.
• Research market microstructure and identify opportunities to improve fill quality and reduce costs.
• Build quantitative models for fair‑value estimation, short‑term price prediction, order placement, and inventory/risk management.
• Backtest and simulate strategies using high‑frequency tick and order-book data.
• Analyze live strategy performance, including P&L attribution, fill rates, queue position, and risk metrics.
• Work with traders and engineers to deploy research into low-latency production trading systems.
• Optimize strategies across exchanges considering fees, rebates, latency, and liquidity.
• Develop automated risk controls and monitoring for market-making strategies.

Kenntnisse

Python

C++

Rust

Quantitative analysis

Communication

Problem solving

Data analysis

Ausbildung

Quantitative degree (math/stats/physics/CS/engineering)

Jobbeschreibung

Important: 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.

About G-20

G-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.

Role Overview

We 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.

The 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.

Key Responsibilities

• Design, develop, and optimize systematic market‑making and liquidity‑provision algorithms across spot, futures, perpetuals, and other derivatives.

• Develop dynamic quoting models incorporating spread optimization, inventory skew, volatility, liquidity, order‑book dynamics, and adverse‑selection risk.

• Research market microstructure and identify opportunities to improve fill quality, capture spreads, and reduce execution costs and information leakage.

• Build quantitative models for fair‑value estimation, short‑term price prediction, order placement, and inventory/risk management.

• Backtest and simulate strategies using high‑frequency tick and order‑book data.

• Analyze live strategy performance, including P&L attribution, fill rates, queue position, mark‑outs, inventory, and execution quality.

• Work closely with traders and engineers to deploy research into low‑latency production trading systems.

• Optimize strategies across multiple exchanges and liquidity venues, accounting for differences in fees, rebates, latency, market structure, and liquidity.

• Develop automated risk controls and monitoring for market‑making strategies.

• Strong quantitative degree in mathematics, statistics, physics, computer science, engineering, or a related discipline.High-ranking universities preferred.
• Strong analytical and problem‑solving skills.
• Strong written and verbal communication skills.
• Demonstrable professional experience developing algorithmic market‑making strategies in crypto, equities, futures, FX, or other highly electronic markets.
• Deep understanding of market microstructure, limit‑order books, execution algorithms, inventory management, and adverse selection.
• Strong programming skills, preferably Python plus C++ and/or Rust.
• Experience working with tick‑level and order‑book data and building quantitative research/backtesting frameworks.
• Understanding of statistical modelling, optimization, time‑series analysis, and quantitative risk management.
• Experience taking strategies from research through backtesting and into live production.
• Strong commercial mindset with the ability to connect quantitative research directly to trading performance.

Preferred / Desirable Experience

• Direct experience in crypto market making or liquidity provision across major centralized and/or decentralized venues.

• Experience with high‑frequency or low‑latency trading systems.

• Knowledge of cross‑venue pricing, arbitrage, hedging, and inventory optimization.

• Experience market making derivatives, particularly perpetual futures and options.

• Proven track record of improving market‑making strategy profitability, scalability, or execution quality.

Right towork

This 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.

Join G-20Groupand be a part of a team that is at the forefront of financial markets, driving innovation and excellence in the sector.