Role description:
- Join a tight-knit team of PhD researchers developing systematic trading strategies in foreign exchange, futures, and equities markets
- Be mentored by senior portfolio managers with years of experience in algorithmic trading and quantitative fund management
- Conduct blue-sky research into trading signals, statistical prediction models, portfolio construction techniques and risk-return optimisation
- Analyse existing trading strategies and research ways to improve the performance in terms of returns profile, execution efficiency and capacity
- Review academic work, plan and conduct experiments, document and report findings to the rest of the team
- Obtain a detailed understanding of relevant markets and get to know the trading venues, liquidity sources and other market participants
- Contribute to the programming of the simulation codebase the team uses to analyse candidate strategies, including running backtests and evaluating statistical characteristics
- Develop infrastructure for investigating performance characteristics of live strategies
- Highly competitive compensation
Requirements:
- Excellent intrapersonal and communication skills
- Excellent spoken and written English
- PhD in a quantitative field such as Engineering, Physics, Computer Science or Mathematics from a top tier institution
- Proven track record of performing creative, independent quantitative research
- Strong intuition and demonstrated proficiency in quantitative fields such as statistical modelling, machine learning, optimisation or financial engineering
- Experience in programming; familiarity with a functional programming language is a plus
- Financial knowledge or experience is a plus but not a pre-requisite
- Must be an EU or Swiss citizen or have a permit to work in Switzerland
--- No recruiters, direct applications only ---