Job Opportunity: Quantitative Researcher
A leading quantitative hedge fund based in Geneva, Switzerland, is currently recruiting talented quantitative PhD graduates to join our dynamic research and trading team. Successful candidates will work as quantitative researchers on a portfolio manager career path alongside a group of algorithmic trading professionals. Our firm specializes in alternative asset classes, with a significant presence in the foreign exchange and futures markets.
Role Description
As a member of our team, you will:
- Engage with a close-knit group of PhD researchers focused on developing systematic trading strategies across foreign exchange, futures, and equities markets.
- Receive mentorship from senior portfolio managers who possess extensive experience in algorithmic trading and quantitative fund management.
- Conduct innovative research into trading signals, statistical prediction models, portfolio construction techniques, and risk-return optimization.
- Analyze existing trading strategies to enhance their performance regarding returns profile, execution efficiency, and capacity.
- Review scholarly work, design and execute experiments, and document findings for team dissemination.
- Acquire a comprehensive understanding of relevant markets while familiarizing yourself with trading venues, liquidity sources, and other market participants.
- Contribute to the development of the programming codebase utilized for analyzing candidate strategies, including executing backtests and evaluating statistical characteristics.
- Work on infrastructure development aimed at investigating the performance characteristics of live trading strategies.
We offer highly competitive compensation.
Requirements
- Exceptional interpersonal and communication skills.
- Proficient 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 conducting creative, independent quantitative research.
- Strong intuition and demonstrated proficiency in quantitative disciplines, including statistical modeling, machine learning, optimization, or financial engineering.
- Programming experience; familiarity with a functional programming language is a plus.
- Financial knowledge or experience is advantageous but not a prerequisite.
Apply online using the form below. Please note that only applications matching the job profile will be considered.