Join Our Team at a Leading Quantitative Hedge Fund
Our quantitative hedge fund, based in Geneva, Switzerland, is currently seeking talented quantitative PhD graduates to become integral members of our research and trading team. Successful candidates will immerse themselves in a dynamic group of algorithmic trading professionals, embarking on a promising career path as quantitative researchers focused on portfolio management. Our firm specializes in alternative asset classes and maintains a significant presence in the foreign exchange and futures markets.
Role Description
- Collaborate with a dedicated team of PhD researchers to develop systematic trading strategies across foreign exchange, futures, and equity markets.
- Benefit from mentorship by senior portfolio managers who bring years of experience in algorithmic trading and quantitative fund management.
- Engage in blue-sky research into trading signals, statistical prediction models, portfolio construction techniques, and risk-return optimization.
- Analyze existing trading strategies to identify opportunities for enhancing performance in terms of return profiles, execution efficiency, and capacity.
- Review academic literature, design and conduct experiments, and document and report findings to the team.
- Acquire a comprehensive understanding of relevant markets, including trading venues, liquidity sources, and other market participants.
- Contribute to the programming of the simulation codebase utilized for analyzing candidate strategies, which includes conducting backtests and evaluating statistical characteristics.
- Help develop infrastructure to investigate the performance characteristics of live strategies.
Compensation
We offer a highly competitive compensation package for successful candidates.
Requirements
- Outstanding interpersonal and communication skills.
- Proficient in spoken and written English.
- A PhD in a quantitative field such as Engineering, Physics, Computer Science, or Mathematics from a top-tier institution.
- A proven track record of conducting creative, independent quantitative research.
- Strong intuition and demonstrated proficiency in quantitative disciplines such as statistical modeling, machine learning, optimization, or financial engineering.
- Experience in programming; 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.