Quantitative Trader

TL;DR

Quantitative Trader (Credit, Rates & Derivatives): Develop and maintain systematic trading models across corporate bonds, credit ETFs, CDS indices, and cross-asset strategies with an accent on macroeconomic insight and quantitative analysis. Focus on building data pipelines, conducting macro research with machine learning, and generating high-conviction trade ideas.

Location: Zürich, Zürich, Switzerland

Company

Global multi-strategy, multi-manager investment platform specializing in quantitative trading, fundamental equity, tactical trading, and discretionary macro & fixed income across 9 countries and 19 offices.

What you will do

• Design, code, and maintain systematic and semi-systematic trading models for fixed-income and multi-asset products.
• Build data pipelines, back-testing frameworks, and real-time risk/P&L dashboards in Python/C++.
• Conduct macro research integrating fundamentals, flow data, and machine learning to generate trade ideas.
• Produce macroeconomic briefs for Portfolio Managers on rates cycles, credit spreads, liquidity, and volatility.
• Partner with Technology and Risk teams to refine execution algos, hedging, and portfolio workflows.

Requirements

• 10+ years in macroeconomic research, credit volatility trading, and cross-asset systematic strategies.
• Experience at top-tier multi-manager hedge funds and sell-side algo/ETF desks.
• Proven track record building economic/financial models (mean-reversion, momentum, convexity, etc.).
• Advanced Python, C++, SQL; knowledge of R, MATLAB, VBA-Excel.
• Expertise in credit indices (CDX/iTraxx), bond/ETF microstructure, derivatives greeks/risk.
• Master’s in Finance from top-tier university, Bachelor’s in STEM, passed CFA Level I.

Culture & Benefits

• Talent-focused strategy with learning and educational opportunities.
• Teamwork-oriented, collaborative environment encouraging ideas at all levels.
• Fosters diversity, belonging, and fair hiring process.