Quantitative Researcher

On behalf of our client, Swisslinx is seeking a Quantitative Researcher. You will work closely with researchers to design, test, and optimize algorithmic trading strategies using statistical modelling, quantitative analysis, and risk management techniques.

Key Responsibilities:

• Apply advanced statistical methods for market-making, risk management, and derivatives pricing.
• Model volatility surfaces, calibrate options pricing, and conduct liquidity and performance analysis.
• Design and optimize trading strategies, focusing on order placement, slippage reduction, and alpha signals.
• Analyze internal trading data, perform post-trade analysis, and suggest strategy improvements.
• Work with risk management and portfolio teams to develop performance tools and risk controls.
• Research new trading opportunities in crypto markets, using large datasets and statistical methods.
• Document processes, models, and algorithms for internal use.

Requirements:

• Strong academic background in quantitative finance, mathematics, statistics, or related field.
• Expertise in statistical modelling, derivatives pricing, and volatility surface analysis.
• Proficient in Python programming.
• Familiarity with algorithmic trading and options is a plus.
• Strong communication skills for cross-functional collaboration.
• Collaborative mindset, with a passion for problem-solving and adapting in a fast-paced environment.
• Interest in cryptocurrency markets and algorithmic trading.
• Fluency in English required.
• Must be a Swiss permit holder or eligible to work in Switzerland.