Algorithmic Quant Trader – Zurich

About the role

G-20 Group is seeking an Algorithmic Quant Trader to develop and optimise systematic market‑making strategies for digital assets and, where applicable, traditional markets. The role is fully on‑site in Zurich and focuses on building high‑performance algorithms that price liquidity, manage inventory and capture micro‑structure opportunities.

Key responsibilities

• Design, develop and optimise systematic market‑making and liquidity‑provision algorithms across spot, futures, perpetuals and other derivatives.
• Research market microstructure, build quantitative models for fair‑value estimation and short‑term price prediction, and back‑test strategies using high‑frequency tick and order‑book data.
• Analyse live strategy performance, including P&L attribution, fill rates, inventory and execution quality, and work with engineers to deploy research into low‑latency production systems.
• Develop automated risk controls and optimise strategies across multiple exchanges, accounting for fees, rebates, latency and market structure.

Required profile

• Strong quantitative degree (mathematics, statistics, physics, computer science, engineering or related) from a high‑ranking university.
• Professional experience developing algorithmic market‑making strategies in crypto, equities, futures, FX or other highly electronic markets.
• Deep understanding of market microstructure, limit‑order books, execution algorithms, inventory management and adverse selection.
• Right to work in Switzerland without sponsorship.

Required skills

• Python programming
• C++ programming
• Rust programming