Quantitative Researcher

Blue Diamond Asset Management AG; Zug; Vor Ort; CHF 90.000 - 120.000; Vollzeit

Zusammenfassung

Blue Diamond Asset Management AG, located in Zug, Switzerland, is looking for a skilled Quantitative Researcher to focus on systematic trading strategies within global volatility markets.

The ideal candidate will have a PhD or MSc in Statistical Physics or Mathematics and substantial experience in quantitative research at a hedge fund or market-making environment. Responsibilities include building financial data pipelines and developing robust trading models.

Qualifikationen

• Advanced degree (PhD or MSc) in Statistical Physics or Mathematics.
• Proven experience in quantitative research in hedge funds or market-making.
• Strong expertise in statistical modelling and deploying alpha signals.

Aufgaben

• Conduct research and develop trading strategies in volatility markets.
• Build and maintain financial data pipelines.
• Develop option pricing and volatility models.

Kenntnisse

Statistical modelling

Quantitative research

Python programming

Data-intensive workflows

Experience with large-scale datasets

Volatility strategies

English proficiency

Basic German

Ausbildung

PhD or MSc in Statistical Physics or Mathematics

Tools

Bloomberg

Reuters

Jobbeschreibung

Blue Diamond Asset Management

Blue Diamond Asset Management is a hedge fund management company based in Zug, Switzerland and subsidiary in Singapore, that focuses on systematic relative value volatility strategies.

We are seeking a highly skilled Quantitative Researcher.

Key Responsibilities

• Conduct research and develop systematic trading strategies in global volatility markets, with a focus on single-stock options
• Build, maintain, and extend large-scale financial data pipelines to support research and live trading
• Develop, maintain, and enhance option pricing and volatility models, ensuring robustness, accuracy, and performance in production
• Ensure high data quality standards across research and trading workflows
• Validate and assess suitability of models under different market conditions
• Contribute to portfolio optimisation, capital allocation, and margin efficiency
• Support the expansion of trading strategies into new markets

Qualifications & Skills

• Advanced degree (PhD or MSc) in Statistical Physics, Mathematics
• Proven experience in quantitative research within a top‑tier hedge fund or market‑making environment, with a focus on volatility strategies
• Strong expertise in statistical modellingExperience researching and deploying alpha signals and systematic strategies
• Solid understanding of options, volatility surfaces, and derivatives modelling
• Strong programming skills in Python/R, with experience in data‑intensive workflows
• Experience working with large-scale financial datasets and listed options data
• Familiarity with financial data platforms (e.g. Bloomberg, Reuters)
• Demonstrated ability to build production‑grade research systems and scale strategies
• Proficiency in English and basic German