LGT Bank (Schweiz) AG
Quantitative Researcher(m/w/x)
Full-timeOn-siteExperienced
Zürich
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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.
Requirements
- 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
Tasks
- 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
Work Experience
- 10 years
Education
- Bachelor's degreeOR
- Master's degree
Languages
- English – Business Fluent
Tools & Technologies
- Python
- C++
- SQL
- R
- MATLAB
- VBA-Excel
- CDX
- iTraxx
Find the original job posting in its most current version here. Nejo automatically captured this job from the website of Schonfeld and processed the information on Nejo with the help of AI for you. Despite careful analysis, some information may be incomplete or inaccurate. Please always verify all details in the original posting! Content and copyrights of the original posting belong to the advertising company.
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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.
Requirements
- 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
Tasks
- 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
Work Experience
- 10 years
Education
- Bachelor's degreeOR
- Master's degree
Languages
- English – Business Fluent
Tools & Technologies
- Python
- C++
- SQL
- R
- MATLAB
- VBA-Excel
- CDX
- iTraxx
Find the original job posting in its most current version here. Nejo automatically captured this job from the website of Schonfeld and processed the information on Nejo with the help of AI for you. Despite careful analysis, some information may be incomplete or inaccurate. Please always verify all details in the original posting! Content and copyrights of the original posting belong to the advertising company.
About the Company
Schonfeld
Industry
FinancialServices
Description
Schonfeld Strategic Advisors is a global multi-strategy, multi-manager investment platform focused on people-driven performance across various market environments.
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