Quantitative Research Analyst

On behalf of our client, Swisslinx is seeking a Quantitative Researcher. In this role, you’ll develop and implement algorithmic trading strategies while building the infrastructure to support large-scale quantitative research.

Key Responsibilities:

• Build and maintain data pipelines for processing and executing low-latency trades in spot, futures, and options markets.
• Optimize trading strategies with efficient order placement and alpha signals to minimize slippage.
• Develop tools for performance analysis and risk management with portfolio and risk teams.
• Evaluate strategies through post-trade analysis and recommend improvements.
• Test and refine trading engines with internal data to ensure stability.
• Support OTC and market-making desks with liquidity assessments.
• Conduct code reviews and ensure best practices in development.
• Document systems and processes for internal use.
• Collaborate with researchers and developers to integrate research into live trading.

Job Requirements:

• PhD in quantitative finance, computer science, mathematics, or related field.
• Proficient in Python; Rust or C# knowledge is a plus.
• Experience with scalable systems and data pipelines is a plus.
• Strong skills in statistical modelling, derivatives pricing, or volatility analysis.
• Exposure to algorithmic trading and options markets is beneficial.
• Strong team player with the ability to turn research into technical solutions.
• Fluency in English required.