Algorithmic Quant Trader
G-20 Group
Algorithmic Quant Trader
G-20 Group
Cross-asset trading and investment firm
G-20 Group · Zürich, Switzerland · Full-time · Posted 2026-09-22
Workplace: on_site
Important__: Please only apply if you are able to work on-site at our Zurich office every working day. This is a fully office-based role with no option for remote work.
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
We are seeking an Algorithmic Quant Trader to develop and optimize systematic market-making strategies across digital assets and, where applicable, traditional markets. The role is focused on building high-performance algorithms that continuously price liquidity, manage inventory and risk, and capture spread and microstructure opportunities across fragmented electronic markets.
The successful candidate will have hands-on experience developing production market-making algorithms and a strong understanding of order books, execution, adverse selection, inventory management, and high-frequency market dynamics.
Key Responsibilities
Design, develop, and optimize systematic market-making and liquidity-provision algorithms across spot, futures, perpetuals, and other derivatives.
Develop dynamic quoting models incorporating spread optimization, inventory skew, volatility, liquidity, order-book dynamics, and adverse-selection risk.
Research market microstructure and identify opportunities to improve fill quality, capture spreads, and reduce execution costs and information leakage.
Build quantitative models for fair-value estimation, short-term price prediction, order placement, and inventory/risk management.
Backtest and simulate strategies using high-frequency tick and order-book data.
Analyze live strategy performance, including P&L attribution, fill rates, queue position, mark-outs, inventory, and execution quality.
Work closely with traders and engineers to deploy research into low-latency production trading systems.
Optimize strategies across multiple exchanges and liquidity venues, accounting for differences in fees, rebates, latency, market structure, and liquidity.
Develop automated risk controls and monitoring for market-making strategies.
Preferred / Desirable Experience
Right to work: This role is based in our Zurich office. 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.
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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.
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