Zurich, Remote
not set
40 hours
SL-000126
SL-000126
Job description:
- Apply advanced statistical methods for market-making, risk management, and derivatives pricing.
- Model volatility surfaces, calibrate options pricing, and conduct liquidity and performance analysis.
- Design and optimize trading strategies, focusing on order placement, slippage reduction, and alpha signals.
- Analyze internal trading data, perform post-trade analysis, and suggest strategy improvements.
- Work with risk management and portfolio teams to develop performance tools and risk controls.
- Research new trading opportunities in crypto markets, using large datasets and statistical methods.
- Document processes, models, and algorithms for internal use.
About the customer:
You will work closely with researchers to design, test, and optimize algorithmic trading strategies using statistical modelling, quantitative analysis, and risk management techniques, with a focus on the cryptocurrency market.
Requirements:
- Strong academic background in quantitative finance, mathematics, statistics, or related field.
- Expertise in statistical modelling, derivatives pricing, and volatility surface analysis.
- Proficient in Python programming.
- Familiarity with algorithmic trading and options is a plus.
- Strong communication skills for cross-functional collaboration.
- Collaborative mindset, with a passion for problem-solving and adapting in a fast-paced environment.
- Interest in cryptocurrency markets and algorithmic trading.
- Fluency in English required.
- Must be a Swiss permit holder or eligible to work in Switzerland.