G-20 Group

Cross-asset trading and investment firm

Mid-Level FX Volatility Trader

Prop & Hedge Fund TradingConfirmed live in the last 24 hours

Full-timeZürich, SwitzerlandNo salary listed

About the Job

Requirements

A bachelor's or master's degree in Finance, Mathematics, Economics, Physics, Engineering, Computer Science, or a related quantitative discipline is required.
At least 4 years of experience trading FX options or FX volatility strategies within a bank, proprietary trading firm, hedge fund, or market maker is required.
Demonstrated understanding of FX options pricing, implied volatility, volatility surfaces, Greeks, and risk management is required.
Experience managing proprietary risk and generating independent trading ideas with a proven contribution to trading performance is required.
Strong knowledge of G10 FX markets and macroeconomic drivers of volatility is required.
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 is required.
Applicants must reside in Switzerland and possess the pre-existing right to work there without company sponsorship.

Responsibilities

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 the firm's trading technology and research capabilities.

Desired Qualifications

Experience trading event volatility around central bank meetings, inflation releases, and macroeconomic events.
Familiarity with volatility modelling, stochastic volatility models, or systematic volatility strategies.
Knowledge of electronic trading platforms and execution analytics.
Demonstrated track record of consistent risk-adjusted trading performance.

Mid-Level FX Volatility Trader (Zurich)

G-20 Group · Zürich, Switzerland · Full-time · Posted 2026-10-15

Workplace: on_site

Description

About G-20

G-20 Group is a cross-asset trading firm headquartered in Switzerland, trading delta-one and derivatives markets globally. We combine startup agility with institutional-grade experience in proprietary trading, technology, and quantitative finance.

Role Overview

As a Mid-Level FX Volatility Trader at G-20, you will be responsible for managing and growing proprietary FX volatility trading strategies across G10 and EM currency markets. You will generate and execute trading ideas, manage volatility risk, and collaborate closely with quantitative researchers, developers, and fellow traders to enhance pricing models, execution, and risk management.

This is an opportunity to join a high-performing proprietary trading firm where technology, quantitative research, and disciplined risk management drive trading performance.

Key Responsibilities

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.

Requirements

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, proprietary 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.

Preferred / Desirable Experience

Experience trading event volatility around central bank meetings, inflation releases, and macroeconomic events.
Familiarity with volatility modelling, stochastic volatility models, or systematic volatility strategies.
Knowledge of electronic trading platforms and execution analytics.
Demonstrated track record of consistent risk-adjusted trading performance.

Right to work: This role is based in our Zurich offices. Only candidates who reside in and who possess the pre-existing right to work in Switzerland without requiring company sponsorship need apply.

Join G-20 Group and be a part of a team that is at the forefront of financial markets, driving innovation and excellence in the sector.

Apply

Apply at G-20 Group

About the Company

G-20 Group

Cross-asset trading and investment firm

G-20 Group is a financial firm active in trading, treasury management, advisory, and digital-economy investments. The company works across delta-one and derivatives markets while managing liquidity, risk, capital, and selected strategic investments. It serves institutional counterparties, portfolio companies, and participants in global financial markets. Its operating model centers on specialist trading, research, engineering, finance, legal, and operational teams. Teams work across trading, quantitative research, software engineering, risk, treasury, operations, and compliance.

Company size: 11-50
Company stage: Not listed
Total funding: Not listed
Headquarters: Switzerland
Founded: 2010

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