Algo Market-Making Quant Trader

G20 Group; Vevay (IN); On-site; USD 218,000 - 388,000; Full time

Job summary

G-20 Group seeks an AlgorithmicQuantTrad to develop systematic market-making strategies across digital assets and derivatives. You will price liquidity, manage inventory, and optimize orders in high-frequency markets, collaborating with traders and engineers to deploy production systems.

The role emphasizes data-driven models, backtesting, and cross-venue optimization on electronic markets, and requires a strong quantitative background and programming expertise.

Qualifications

• Strong quantitative degree in mathematics, statistics, physics, computer science, or engineering.
• Analytical and problem-solving skills with a practical mindset.
• Experience developing algorithmic market-making strategies in electronic markets.
• Deep understanding of market microstructure and order-book dynamics.
• Proficient programming in Python with C++ and/or Rust.

Responsibilities

• Design, develop, and optimize systematic market-making and liquidity-provision algorithms across multiple assets.
• Develop dynamic quoting models considering spread, inventory skew, volatility, and liquidity.
• Research microstructure to improve fill quality and reduce execution costs.
• Build quantitative models for fair value, short-term price prediction, and risk management.
• Backtest and simulate strategies using tick and order-book data.
• Analyze live strategy performance including P&L, fill rates, and inventory.
• Collaborate with traders and engineers to deploy research into low-latency production systems.
• Optimize across exchanges and venues for fees, rebates, latency, and liquidity.
• Develop automated risk controls and monitoring for market-making strategies.

Skills

Quantitative degree

Python

C++

Rust

Tick-level data

Backtesting frameworks

Statistical modeling

Strong communication

Education

Bachelor's degree in math/ stats/ physics/ CS

Tools

C++

Rust

Python

Backtesting framework

Job description

G-20 Group seeks an AlgorithmicQuantTrad to develop systematic market-making strategies across digital assets and derivatives. You will price liquidity, manage inventory, and optimize orders in high-frequency markets, collaborating with traders and engineers to deploy production systems.

The role emphasizes data-driven models, backtesting, and cross-venue optimization on electronic markets, and requires a strong quantitative background and programming expertise.