Mid-Level FX Volatility Trader (Zurich)

G‑20 Group is a cross‑asset proprietary trading firm based in Switzerland that operates in delta‑one and derivatives markets around the world. The firm blends the speed of a startup with deep institutional expertise in trading, technology and quantitative finance. As a Mid‑Level FX Volatility Trader you will be tasked with expanding and overseeing the firm’s own FX volatility strategies across both G10 and emerging‑market currencies. Your daily work will involve handling portfolios of vanilla and, when appropriate, structured FX options, and launching both discretionary and systematic volatility trades such as directional, relative‑value, arbitrage and event‑driven ideas. You will price and structure options, keep a close eye on Greeks, volatility exposures and overall portfolio risk, and continuously monitor implied versus realized volatility, skew, term‑structure, correlations and macro‑economic news to spot opportunities. The role also requires building and maintaining quantitative tools for pricing and forecasting, analysing market data for inefficiencies, collaborating with researchers and developers to refine models and execution systems, and ensuring that all positions stay within prescribed risk limits while providing clear P&L attribution and reporting. The position demands a bachelor’s or master’s degree in a quantitative field such as finance, mathematics, physics, engineering or computer science, together with at least four years of experience trading FX options or volatility strategies at a bank, prop shop, hedge fund or market‑making outfit. Candidates must demonstrate a solid grasp of FX options pricing, volatility surfaces, Greeks and risk management, as well as strong analytical abilities and the capacity to make rapid, data‑driven decisions. Proficiency in Python or a comparable language for analysis or automation, knowledge of market microstructure, electronic execution and effective communication are also required. Desirable experience includes trading volatility around central‑bank events,