Zurich-Based FX Volatility Trader — Quant-Driven Alpha

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

Zusammenfassung

G-20 Group in Zurich is seeking a Mid-Level FX Volatility Trader to manage and grow proprietary FX volatility strategies across G10 and EM currencies. You will generate and execute trading ideas, manage risk, and collaborate with quants, developers, and other traders to improve pricing models and execution.

The role requires a quantitative degree, 4+ years in FX options or volatility trading, deep knowledge of FX markets, and strong analytical skills.

Qualifikationen

• Bachelor's or Master's degree in Finance, Mathematics, Economics, Physics, Engineering, Computer Science, or a related quantitative discipline.
• 4+ years' experience trading FX options or FX volatility strategies within a bank, prop trading firm, hedge fund, or market maker.
• Demonstrated understanding of FX options pricing, implied volatility, volatility surfaces, Greeks, and risk management.
• Experience managing proprietary risk and generating independent trading ideas with a proven contribution to trading performance.
• Strong knowledge of G10 FX markets and macroeconomic drivers of volatility.
• Excellent analytical and quantitative skills with the ability to make fast, data-driven trading decisions.
• Experience using Python or similar programming languages for data analysis, strategy development, or automation is highly desirable.
• Strong understanding of market microstructure and electronic execution.
• Excellent communication skills and ability to work collaboratively with traders, quants, and engineers.
• Highly motivated, disciplined, and comfortable operating in a fast-paced trading environment.

Aufgaben

• Manage proprietary FX volatility portfolios across vanilla and, where appropriate, structured options.
• Generate and execute discretionary and quantitative volatility trading strategies, including directional volatility, relative value, volatility arbitrage, and event-driven trades.
• Price, structure, and execute FX options while actively managing Greeks, volatility exposures, and overall portfolio risk.
• Monitor implied and realised volatility, skew, term structure, correlations, and macroeconomic developments to identify trading opportunities.
• Develop and maintain quantitative tools and models to support pricing, volatility forecasting, and trade selection.
• Analyse market data and identify statistical relationships and inefficiencies across FX volatility markets.
• Work closely with quantitative researchers and developers to improve pricing models, execution systems, and trading infrastructure.
• Manage positions within defined risk limits while maintaining disciplined P&L attribution and risk reporting.
• Continuously evaluate strategy performance and recommend improvements based on market conditions and quantitative analysis.
• Stay informed of central bank policy, macroeconomic events, and geopolitical developments impacting FX volatility markets.
• Contribute to the ongoing enhancement of G-20's trading technology and research capabilities.

Kenntnisse

FX options

Volatility trading

Python

Data analysis

Risk management

Analytical skills

Communication

Ausbildung

Bachelor's degree

Master's degree

Tools

Python

Jobbeschreibung

G-20 Group in Zurich is seeking a Mid-Level FX Volatility Trader to manage and grow proprietary FX volatility strategies across G10 and EM currencies. You will generate and execute trading ideas, manage risk, and collaborate with quants, developers, and other traders to improve pricing models and execution.

The role requires a quantitative degree, 4+ years in FX options or volatility trading, deep knowledge of FX markets, and strong analytical skills.