Algorithmic Quant Trader

G-20 Group is a cross-asset trading firm headquartered in Switzerland, trading delta-one and derivatives markets globally. We combine startup agility with institutional‑grade experience in proprietary trading, technology, and quantitative finance.

We are seeking an Algorithmic Quant Traderto  develop and optimize systematic market‑making strategies across digital assets and, where applicable, traditional markets. The role is focused on building high‑performance algorithms that continuously price liquidity, manage inventory and risk, and capture spread and microstructure opportunities across fragmented electronic markets.

The successful candidate will have hands‑on experience developing production market‑making algorithms and a strong understanding of order books, execution, adverse selection, inventory management, and high‑frequency market dynamics.

• Design, develop, and optimize systematic market‑making and liquidity‑provision algorithms across spot, futures, perpetuals, and other derivatives.
• Develop dynamic quoting models incorporating spread optimization, inventory skew, volatility, liquidity, order‑book dynamics, and adverse‑selection risk.
• Research market microstructure and identify opportunities to improve fill quality, capture spreads, and reduce execution costs and information leakage.
• Build quantitative models for fair‑value estimation, short‑term price prediction, order placement, and inventory/risk management.
• Backtest and simulate strategies using high‑frequency tick and order‑book data.
• Analyze live strategy performance, including P&L attribution, fill rates, queue position, mark‑outs, inventory, and execution quality.
• Work closely with traders and engineers to deploy research into low‑latency production trading systems.
• Optimize strategies across multiple exchanges and liquidity venues, accounting for differences in fees, rebates, latency, market structure, and liquidity.
• Develop automated risk controls and monitoring for market‑making strategies.
• Strong quantitative degree in mathematics, statistics, physics, computer science, engineering, or a related discipline. High‑ranking universities preferred.
• Strong analytical and problem‑solving skills.
• Strong written and verbal communication skills.
• Demonstrable professional experience developing algorithmic market‑making strategies in crypto, equities, futures, FX, or other highly electronic markets.
• Deep understanding of market microstructure, limit‑order books, execution algorithms, inventory management, and adverse selection.
• Strong programming skills, preferably Python plus C++ and/or Rust.
• Experience working with tick‑level and order‑book data and building quantitative research/backtesting frameworks.
• Understanding of statistical modelling, optimization, time‑series analysis, and quantitative risk management.
• Experience taking strategies from research through backtesting and into live production.
• Strong commercial mindset with the ability to connect quantitative research directly to trading performance.

• Direct experience in crypto market making or liquidity provision across major centralized and/or decentralized venues.
• Experience with high‑frequency or low‑latency trading systems.
• Knowledge of cross‑venue pricing, arbitrage, hedging, and inventory optimization.
• Experience market making derivatives, particularly perpetual futures and options.
• Proven track record of improving market‑making strategy profitability, scalability, or execution quality.

This role is based in our Zurich office.

Only candidates who reside in and whopossessthe pre-existing right to work in Switzerland without requiring company sponsorship needapply.

Join G-20

Groupand be a part of a team that is at the forefront of financial markets, driving innovation and excellence in the sector.