Company: A market-leading multi-strat hedge fund with a firm global presence.

Location: Zug, Switzerland.

Brief: A standout PM expanding his mid-frequency equities business is seeking a Junior Quantitative Researcher to contribute to end-to-end alpha research and optimisation.

Responsibilities:

• Research, design, and implement quantitative models and signals for mid-frequency equity strategies.
• Apply machine learning and optimisation techniques to improve signal quality, portfolio construction, and execution.
• Conduct feature engineering using market, fundamental, alternative, and derived datasets.
• Analyse performance, risk, and attribution of live strategies; iterate and improve models based on findings.
• Maintain high research standards through robust statistical testing and documentation.

Requirements:

• 1–4 years of professional experience as a Quantitative Researcher or in a closely related role.
• MSc or PhD in a quantitative discipline such as Mathematics, Physics, Statistics, Computer Science, or Engineering.
• Demonstrated experience or strong interest in machine learning and/or optimisation techniques (e.g. regularised models, tree-based methods, convex/non-convex optimisation).
• Strong proficiency in Python.