We are seeking a highly motivated Quantitative Researcher to join our dynamic team of researchers and portfolio managers based in Zug, Switzerland.

Our Client is a leading specialized hedge fund renowned for managing the premier product in its field - the Non-Directional Fund. This fund employs a systematic relative value volatility strategy, engaging in the trading of liquid and exchange-listed options and futures.

Main Responsibilities:

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• Researching systematic trading strategies within global volatility markets.\\n
• Conducting in-depth research and statistical analysis to uncover valuable insights and generate trading signals.\\n
• Collaborating closely with a team of researchers, data scientists, and portfolio managers.\\n
• Taking an active part in the entire chain of research and development of strategies: brainstorming, modelling, data, study of signals, backtesting, implementation of strategies in a production environment and monitoring of signal performance.\\n

Qualifications & Skills:

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• Possesses exceptionally strong quantitative finance skills.\\n
• Holds an MSc or PhD in Mathematics, Statistics, Physics, Computer Science, or another quantitative field.\\n
• Demonstrates 2-5 years of prior experience in a data-driven research environment, preferably within the finance sector.\\n
• Proficient in programming and database skills, with expertise in R, Python, and SQL.\\n
• Excellent written and verbal communication skills.\\n
• Experience with listed options or volatility futures is preferred.\\n
• Excellent proficiency in English.\\n