LGT Bank (Schweiz) AG
Quantitative Researcher(m/w/x)
Vollzeitnur vor OrtBerufserfahren
Zürich
Neuer Job?Nejo!
Dein persönlicher KI-Karriere-Agent
SCSchonfeld
Quantitative Trader(m/w/x)
Zürich
VollzeitVor OrtSenior
AI/ML
Nejo KI-Zusammenfassung
Developing systematic trading models for corporate bonds, credit ETFs, and equity/vol cross-asset overlays. 10+ years macroeconomic research and credit volatility trading experience required. Collaboration with Portfolio Managers and leveraging sell-side networks.
Anforderungen
- 10+ years macroeconomic research, credit volatility trading, systematic strategy design
- Experience at global top-tier multi-manager hedge fund, leading sell-side algo/ETF desks
- Proven track record building/calibrating complex economic/financial models
- Advanced Python, C++, SQL programming skills
- Working knowledge of R, MATLAB, VBA-Excel
- Work experience in credit indices (CDX/iTraxx)
- Work experience in bond/ETF micro-structure
- Work experience in derivatives greeks/risk
- Strong written and verbal communication skills
- Ability to translate quantitative outputs into clear investment theses
- Master’s in Finance from top-tier university
- Bachelor’s degree in STEM discipline
- Passed CFA Level I examination
Aufgaben
- Develop and maintain systematic trading models
- Collaborate with Portfolio Managers on trade ideas and risk
- Leverage network of sell-side economists and strategists
- Design and code systematic and semi-systematic trading models
- Maintain models for corporate bonds, credit ETFs, CDS indices, equity/vol cross-asset overlays
- Build data pipelines and back-testing frameworks
- Create real-time risk and P&L dashboards in Python/C++
- Conduct deep-dive macroeconomic research
- Integrate fundamentals, flow data, and machine-learning techniques
- Generate high-conviction trade ideas
- Produce concise macroeconomic briefs for Portfolio Managers
- Distill complex drivers like global rates cycles, credit spread dynamics, liquidity, and volatility regimes
- Partner with Technology and Risk to refine execution algos
- Refine hedging rules and portfolio-trading workflows
Berufserfahrung
- 10 Jahre
Ausbildung
- Bachelor-AbschlussODER
- Master-Abschluss
Sprachen
- Englisch – verhandlungssicher
Tools & Technologien
- Python
- C++
- SQL
- R
- MATLAB
- VBA-Excel
- CDX
- iTraxx
Die Originalanzeige dieses Stellenangebotes in der aktuellsten Version findest du hier. Nejo hat diesen Job automatisch von der Website des Unternehmens Schonfeld erfasst und die Informationen auf Nejo mit Hilfe von KI für dich aufbereitet. Trotz sorgfältiger Analyse können einzelne Informationen unvollständig oder ungenau sein. Bitte prüfe immer alle Angaben in der Originalanzeige! Inhalte und Urheberrechte der Originalanzeige liegen beim ausschreibenden Unternehmen.
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SCSchonfeld
Quantitative Trader(m/w/x)
Zürich
VollzeitVor OrtSenior
AI/ML
Nejo KI-Zusammenfassung
Developing systematic trading models for corporate bonds, credit ETFs, and equity/vol cross-asset overlays. 10+ years macroeconomic research and credit volatility trading experience required. Collaboration with Portfolio Managers and leveraging sell-side networks.
Anforderungen
- 10+ years macroeconomic research, credit volatility trading, systematic strategy design
- Experience at global top-tier multi-manager hedge fund, leading sell-side algo/ETF desks
- Proven track record building/calibrating complex economic/financial models
- Advanced Python, C++, SQL programming skills
- Working knowledge of R, MATLAB, VBA-Excel
- Work experience in credit indices (CDX/iTraxx)
- Work experience in bond/ETF micro-structure
- Work experience in derivatives greeks/risk
- Strong written and verbal communication skills
- Ability to translate quantitative outputs into clear investment theses
- Master’s in Finance from top-tier university
- Bachelor’s degree in STEM discipline
- Passed CFA Level I examination
Aufgaben
- Develop and maintain systematic trading models
- Collaborate with Portfolio Managers on trade ideas and risk
- Leverage network of sell-side economists and strategists
- Design and code systematic and semi-systematic trading models
- Maintain models for corporate bonds, credit ETFs, CDS indices, equity/vol cross-asset overlays
- Build data pipelines and back-testing frameworks
- Create real-time risk and P&L dashboards in Python/C++
- Conduct deep-dive macroeconomic research
- Integrate fundamentals, flow data, and machine-learning techniques
- Generate high-conviction trade ideas
- Produce concise macroeconomic briefs for Portfolio Managers
- Distill complex drivers like global rates cycles, credit spread dynamics, liquidity, and volatility regimes
- Partner with Technology and Risk to refine execution algos
- Refine hedging rules and portfolio-trading workflows
Berufserfahrung
- 10 Jahre
Ausbildung
- Bachelor-AbschlussODER
- Master-Abschluss
Sprachen
- Englisch – verhandlungssicher
Tools & Technologien
- Python
- C++
- SQL
- R
- MATLAB
- VBA-Excel
- CDX
- iTraxx
Die Originalanzeige dieses Stellenangebotes in der aktuellsten Version findest du hier. Nejo hat diesen Job automatisch von der Website des Unternehmens Schonfeld erfasst und die Informationen auf Nejo mit Hilfe von KI für dich aufbereitet. Trotz sorgfältiger Analyse können einzelne Informationen unvollständig oder ungenau sein. Bitte prüfe immer alle Angaben in der Originalanzeige! Inhalte und Urheberrechte der Originalanzeige liegen beim ausschreibenden Unternehmen.
Über das Unternehmen
Schonfeld
Branche
FinancialServices
Beschreibung
Schonfeld Strategic Advisors is a global multi-strategy, multi-manager investment platform focused on people-driven performance across various market environments.
Noch nicht perfekt?
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