Algorithmic Quant Trader

Important__: Please only apply if you are able to work on-site at our Zurich office every working day. This is a fully office-based role with no option for remote work.

About G-20 

G-20 Group is a cross-asset trading firm headquartered in Switzerland, trading delta-one and derivatives markets globally. We combine startup agility with institutional-grade experience in proprietary trading, technology, and quantitative finance.

Role Overview 

We are seeking an Algorithmic Quant Trader to develop and optimize systematic market-making strategies across digital assets and, where applicable, traditional markets. The role is focused on building high-performance algorithms that continuously price liquidity, manage inventory and risk, and capture spread and microstructure opportunities across fragmented electronic markets.  

The successful candidate will have hands-on experience developing production market-making algorithms and a strong understanding of order books, execution, adverse selection, inventory management, and high-frequency market dynamics. 

Key Responsibilities 

• Design, develop, and optimize systematic market-making and liquidity-provision algorithms across spot, futures, perpetuals, and other derivatives.  

• Develop dynamic quoting models incorporating spread optimization, inventory skew, volatility, liquidity, order-book dynamics, and adverse-selection risk.  

• Research market microstructure and identify opportunities to improve fill quality, capture spreads, and reduce execution costs and information leakage.  

• Build quantitative models for fair-value estimation, short-term price prediction, order placement, and inventory/risk management. 

• Backtest and simulate strategies using high-frequency tick and order-book data.  

• Analyze live strategy performance, including P&L attribution, fill rates, queue position, mark-outs, inventory, and execution quality.  

• Work closely with traders and engineers to deploy research into low-latency production trading systems.  

• Optimize strategies across multiple exchanges and liquidity venues, accounting for differences in fees, rebates, latency, market structure, and liquidity.  

• Develop automated risk controls and monitoring for market-making strategies. 

Requirements

• Strong quantitative degree in mathematics, statistics, physics, computer science, engineering, or a related discipline. High-ranking universities preferred.