Job Opportunity: Quantitative Researcher
A prestigious quantitative hedge fund located in Geneva, Switzerland is currently seeking talented quantitative PhD graduates to join our research and trading team. Successful candidates will work alongside a group of algorithmic trading professionals, embarking on a promising path toward becoming a quantitative researcher within the portfolio manager career track. Our firm specializes in alternative asset classes, boasting a strong presence in the foreign exchange and futures markets.
Role Description
- Collaborate within a tight-knit team of PhD researchers to develop systematic trading strategies across foreign exchange, futures, and equities markets.
- Receive mentorship from experienced senior portfolio managers in algorithmic trading and quantitative fund management.
- Engage in blue-sky research focused on trading signals, statistical prediction models, portfolio construction techniques, and risk-return optimization.
- Analyze existing trading strategies and explore methods to enhance performance regarding returns profile, execution efficiency, and capacity.
- Review academic literature, plan and conduct experiments, and document findings to share with the team.
- Gain 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, including running backtests and evaluating statistical characteristics.
- Develop infrastructure to investigate performance characteristics of live strategies.
We offer highly competitive compensation.
Requirements
- Exceptional interpersonal and communication skills.
- Proficient in both spoken and written English.
- PhD in a quantitative field such as Engineering, Physics, Computer Science, or Mathematics from a top-tier institution.
- Demonstrated track record of conducting innovative and independent quantitative research.
- Strong intuition and expertise in quantitative domains including statistical modeling, machine learning, optimization, or financial engineering.
- Programming experience is essential; familiarity with functional programming languages is a plus.
- Financial knowledge or prior experience is an advantage, but not a prerequisite.
Apply online using the form below. Only applications matching the job profile will be considered.