Algorithmic Quant Trader
Cross-asset quantitative trading firm providing liquidity, treasury management, and institutional advisory services across currencies, crypto, commodities, and derivatives.
About G-20 Group
G-20 Group states that it was established in 2010 and operates globally across delta-one and derivatives markets. Its services include liquidity provision and market making across exchange-traded and on-chain venues, treasury management, and advisory services covering growth, liquidity, token design, go-to-market strategy, treasury management, and M&A. It also invests across infrastructure, DeFi, stablecoins, and AI-driven technologies.
Skills
Candidate Availability
Required and preferred rules are kept separate and reflect the wording in the original posting.
About the Role
You will design, develop, and optimize systematic market-making and liquidity-provision algorithms across digital assets and derivatives. You will research market microstructure, build and backtest quantitative models, analyze live strategy performance, and deploy strategies into low-latency production systems. You will also optimize execution across venues and develop automated risk controls and monitoring.
Requirements
- Strong quantitative degree in mathematics, statistics, physics, computer science, engineering, or a related discipline
- Strong analytical and problem-solving skills
- Strong written and verbal communication skills
- Professional experience 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 in Python plus C++ and/or Rust
- Experience with tick-level and order-book data and quantitative research and backtesting frameworks
- Understanding of statistical modelling, optimization, time-series analysis, and quantitative risk management
- Experience taking strategies from research through backtesting into live production
- Pre-existing right to work in Switzerland without company sponsorship
- Residence in Switzerland
Responsibilities
- Design, develop, and optimize systematic market-making and liquidity-provision algorithms
- Develop dynamic quoting models for spread optimization, inventory, volatility, liquidity, and adverse-selection risk
- Research market microstructure to improve fill quality, spread capture, and execution costs
- Build quantitative models for fair-value estimation, 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
- Deploy research into low-latency production trading systems
- Optimize strategies across exchanges and liquidity venues
- Develop automated risk controls and monitoring for market-making strategies
