On-Site Quant Trader in Zurich: Market Making & HFT

G 20 Advisors Ag; Zürich; Vor Ort; CHF 180.000 - 280.000; Vollzeit

Zusammenfassung

G-20 Group in Zurich seeks an Algorithmic Quant Trader to develop and optimize systematic market-making across digital and traditional markets. You will build high-performance algorithms that price liquidity, manage inventory, and capture microstructure opportunities.

You will work with traders and engineers to deploy models into production, backtest strategies, and monitor live performance across multiple venues. Strong quantitative background and programming skills required.

Qualifikationen

• Strong quantitative degree in mathematics, statistics, physics, computer science, engineering, or a related discipline.
• 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.

Aufgaben

• 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.

Kenntnisse

Python

C++

Rust

Quantitative finance

Market-making

Backtesting

Tick data

Time-series analysis

Risk management

High-frequency trading

Ausbildung

Bachelor's/Master's in Math/CS/Physics/Engineering

Tools

Backtesting frameworks

Low-latency systems

Jobbeschreibung

G-20 Group in Zurich seeks an Algorithmic Quant Trader to develop and optimize systematic market-making across digital and traditional markets. You will build high-performance algorithms that price liquidity, manage inventory, and capture microstructure opportunities.

You will work with traders and engineers to deploy models into production, backtest strategies, and monitor live performance across multiple venues. Strong quantitative background and programming skills required.