MISSION

The mission of the Quantitative Developer / Analyst is to apply quantitative methods and develop software solutions that support trading and risk management. You will also leverage advanced computational techniques to analyze large datasets, identify patterns, and predict market movements. Your work will directly contribute to optimizing our derivatives pricing capabilities and risk management, ensuring they are robust and aligned with our strategic objectives. By collaborating with both trading, risk and technology teams, you will play a pivotal role in advancing our technological capabilities and maintaining our leadership in the competitive financial market landscape.

MAIN ACTIVITIES AND RESPONSIBILITIES

Tool and System Development:

• Develop and maintain volatility surface management tools, options pricing library, risk management, and trading systems.
• Build and optimize software tools for quantitative analysis, trading algorithms, and portfolio management.
• Work with trading teams to improve the infrastructure and integrate new features for data analytics and automated trading strategies.

Model Development & Quantitative Analysis:

• Develop and implement options pricing models for precious metals (gold, silver, platinum, palladium) and FX instruments (spot, forwards, swaps, options).
• Design and build algorithms for quantitative analysis, including statistical models, machine learning models, and pricing engines.

• Analyze market data (historical and real-time) to identify patterns, correlations, and volatility trends in precious metals and FX markets.

Data Analysis & Market Research:

• Gather and clean large datasets, including market prices, trade data, and economic indicators.
• Perform quantitative analysis to detect market inefficiencies, model risk, and forecast price movements.
• Research and integrate external data (e.g., economic indicators, geopolitical events, central bank actions) to enhance market insights.

Algorithmic Trading Support:

• Develop and implement trading strategies based on quantitative models and backtest them using historical market data.
• Support automated and high-frequency trading strategies that capitalize on short-term inefficiencies in the precious metals and FX markets.
• Assist with optimizing algorithmic trading systems to enhance performance, efficiency, and execution speed.

Risk Management and Stress Testing:

• Implement risk models to measure, monitor, and mitigate risk exposure for precious metals and FX portfolios.
• Conduct stress tests and scenario analysis to assess portfolio performance under various market conditions.
• Assist with the development of hedging strategies to manage risks associated with market movements.

Collaboration with Traders and Other Teams:

• Collaborate closely with traders to understand their needs and improve decision-making processes with data-driven insights.
• Work with the risk management, compliance, and operations teams to ensure models and trading systems adhere to regulatory and internal standards.
• Provide technical support for traders in terms of system performance, model integration, and strategy implementation.

REQUIRED EDUCATION AND EXPERIENCE

• A Master’s degree or PhD in a relevant field such as Financial Engineering, Mathematics, Finance, Physics, Computer Science, or Statistics.
  
• At least 5 years of experience in financial markets in a quantitative developer role / analyst role working for a bank, physical trading house or hedge fund.

QUALIFICATIONS AND SKILLS

• Excellent communication skills and high drive; 
• Sense of responsibility and initiative;
• Ability to work autonomously;
• Demonstrated track record of continuous improvement and innovative thinking both in approach and in practical effect; 
• Resistance to stress and time pressure;
• Excellent interpersonal skills and customer orientation;
• Agile and flexible mindset, reactive to requests;
• Excellent organizational skills and attention to detail;
• Ability to interact with colleagues of diverse cultures; respect for diversity;
• Good IT skills; proficiency in Windows environment is expected;
• Proficiency in spoken and written English is required; knowledge of other languages is an asset.
• Swiss or EU national or holder of a valid Swiss working permit.