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:

• Researching systematic trading strategies within global volatility markets.
• Conducting in-depth research and statistical analysis to uncover valuable insights and generate trading signals.
• Collaborating closely with a team of researchers, data scientists, and portfolio managers.
• 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.

Qualifications & Skills:

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