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G-20 Group

Cross-asset trading and investment firm

Algorithmic Quant Trader

Quantitative Trading / Algorithm DevelopmentConfirmed live in the last 24 hours
Full-timeZürich, SwitzerlandNo salary listed

About the Job

Requirements

  • A strong quantitative degree in mathematics, statistics, physics, computer science, engineering, or a related discipline is required.
  • Demonstrable professional experience developing algorithmic market-making strategies in crypto, equities, futures, foreign exchange, or other highly electronic markets is required.
  • A deep understanding of market microstructure, limit-order books, execution algorithms, inventory management, and adverse selection is required.
  • Strong programming skills are required, preferably in Python plus C++ and/or Rust.
  • Experience working with tick-level and order-book data and building quantitative research and backtesting frameworks is required.
  • Understanding of statistical modelling, optimization, time-series analysis, and quantitative risk management is required.
  • Experience taking strategies from research through backtesting and into live production is required.
  • Candidates must have a strong commercial mindset and connect quantitative research directly to trading performance.
  • Candidates must reside in Switzerland and possess pre-existing authorization to work in Switzerland without company sponsorship.

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 and 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.

Desired Qualifications

  • A high-ranking university background is preferred.
  • Direct experience in crypto market making or liquidity provision across major centralized and/or decentralized venues is desirable.
  • Experience with high-frequency or low-latency trading systems is desirable.
  • Knowledge of cross-venue pricing, arbitrage, hedging, and inventory optimization is desirable.
  • Experience market making derivatives, particularly perpetual futures and options, is desirable.
  • A proven track record of improving market-making strategy profitability, scalability, or execution quality is desirable.

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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