Algorithmic Quant Trader (Zurich)

G-20 Group is a cross-asset trading firm based in Switzerland, specializing in delta-one and derivatives markets globally. The company blends startup agility with institutional-grade experience in proprietary trading, technology, and quantitative finance. The Algorithmic Quant Trader role involves developing and optimizing systematic market-making strategies across digital assets and traditional markets. The main day-to-day responsibilities include designing, developing, and optimizing market-making and liquidity-provision algorithms. This involves creating dynamic quoting models, researching market microstructure, and building quantitative models for fair-value estimation and inventory management. The role also requires backtesting and simulating strategies using high-frequency data, analyzing live strategy performance, and collaborating with traders and engineers to deploy research into production systems. Additionally, the trader will develop automated risk controls and optimize strategies across multiple exchanges and liquidity venues. To qualify for this role, candidates must have a strong quantitative degree in fields such as mathematics, statistics, physics, computer science, engineering, or a related discipline, preferably from high-ranking universities. Essential requirements include strong analytical and problem-solving skills, as well as excellent written and verbal communication abilities. Candidates must have demonstrable professional experience in developing algorithmic market-making strategies in highly electronic markets, a deep understanding of market microstructure, and strong programming skills in Python, C++, and/or Rust. Experience with tick-level and order-book data, and building quantitative research/backtesting frameworks is also crucial. Nice-to-have skills include direct experience in crypto market making, knowledge of high-frequency or low-latency trading systems, and experience with cross-venue pricing, arbitrage, and inventory optimization. The role is based in Zurich, and candidates must have the right to work in Switzerland without requiring company sponsorship. The team at G-20 Group is known for driving innovation and excellence in the financial sector, offering a dynamic and collaborative work environment. What the role asks for: - Strong quantitative diploma in Mathematics, Statistics, Physics, Computer Science, Engineering or a related field, preferably from a top-tier university. - Strong analytical and problem-solving skills. - Strong written and verbal communication skills. - Proven professional experience in developing algorithmic Market-Making strategies in highly electronic markets. - Deep understanding of market microstructure, limit order books, execution algorithms, inventory management and adverse selection. - Strong programming skills, preferably Python, C++ and/or Rust. - Experience with tick-level and order book data and building quantitative research/backtesting frameworks. - Experience in transitioning strategies from research through backtesting to live production. - The right to work in Switzerland without requiring company sponsorship.