Digital Wave Finance

Low Latency Algorithmic Trader - Multiple Teams

Quantitative Trading / Algorithm DevelopmentConfirmed live in the last 24 hours

Full-timeZug, SwitzerlandNo salary listedRemote

About the Job

Requirements

At least 3 years of experience in an algorithmic trading or quantitative execution role at a high-frequency trading firm, market maker, or tier-1 bank.
Strong knowledge of Asian markets and their market microstructure.
Experience trading one or more of equities, foreign exchange, and commodities.
A strong quantitative background, including statistical thinking, signal evaluation, and transaction cost analysis.
Solid Python skills for rapid analysis of trade logs, market data, and strategy performance.
Ability to make rapid, evidence-based decisions under pressure in live market conditions.

Responsibilities

Monitor and manage a portfolio of live algorithmic strategies across equities, foreign exchange, and commodities, with a focus on Asian markets.
Analyse intraday profit-and-loss attribution, slippage, and fill quality to identify execution inefficiencies.
Respond to market regime changes and risk events with appropriate parameter adjustments or strategy suspension.
Collaborate with the research team to evaluate new signals and translate them into deployable strategies.
Manage exchange connectivity relationships and stay current on Asian venue rules, fee schedules, and regulatory changes.

Low Latency Algorithmic Trader, Asian Markets (FX, Equities, Commodities)

Digital Wave Finance AG · Zug, Switzerland (Remote) · Full-time · Posted 2026-07-31

Workplace: remote

Department: Legacy Shift

Description

You will take ownership of strategy P&L across Asian and global markets, monitor execution quality in real time, respond to changing market regimes and work hand-in-hand with researchers and engineers to improve edge continuously. This is a role for someone equally comfortable interpreting alpha signals and reading an order book across equities, FX and commodities.

Responsibilities

Monitor and manage a portfolio of live algorithmic strategies across equities, FX and commodities, with a focus on Asian markets
Analyse intraday P&L attribution, slippage and fill quality to identify execution inefficiencies
Respond to market regime changes and risk events with appropriate parameter adjustments or strategy suspension
Collaborate with the research team to evaluate new signals and translate them into deployable strategies
Manage exchange connectivity relationships and stay current on Asian venue rules, fee schedules and regulatory changes

Requirements

3+ years of experience in an algorithmic trading or quantitative execution role at a HFT firm, market maker or tier-1 bank
Strong knowledge of Asian markets and their microstructure
Experience trading one or more of equities, FX and commodities
Strong quantitative background: statistical thinking, signal evaluation and transaction cost analysis
Solid Python skills for rapid analysis of trade logs, market data and strategy performance
Ability to make rapid, evidence-based decisions under pressure in live market conditions

Benefits

Direct responsibility from day one with full visibility into strategy performance and risk parameters
Collaborative environment with quantitative researchers and engineers working in the same open office
30 days holiday and gym membership
Access to proprietary data, research tools and a mature analytics platform built in-house

Apply

Apply at Digital Wave Finance AG

About the Company

Digital Wave Finance

Company size: Not listed
Company stage: Not listed
Total funding: Not listed
Headquarters: Not listed
Founded: Not listed

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