General Information Job Title: Quantitative Developer Office Location: Baar (Switzerland, Canton of Zug) Job Description Quantitative Developer will work as part of a portfolio-management team with a focus on systematic trading opportunities in equity options. The primary focus of the Quantitative Developer will be: Development and subsequent optimization of infrastructure supporting the overall development and production of quantitative trading models. Work directly with the quantitative researcher(s) and senior portfolio manager to implement technology to enable large-scale computational efforts in quantitative research, as well as related efforts, such as the preparation and transformation of data and other operational tasks. Work with senior technologists on the design and implementation of systems, and work closely with the quantitative research team to enable their mission. The successful candidate is expecting to put in an intense effort to be an early and pivotal part of the success of a quantitative trading group. Principal Responsibilities Partner closely with the Senior Portfolio Manager to develop data engineering and prediction tools primarily for the systematic trading of US equity options Develop software engineering solutions for quantitative research and trading Assist in designing, coding, and maintaining tools for the systematic trading infrastructure of the team Build and maintain robust data pipelines and databases that ingest and transform large amounts of data Develop processes that validate the integrity of the data Implementation and operation of systems to enable quantitative research, including large scale computation and serialization frameworks Live operation of such systems, including monitoring and proactive detection of potential problems and intervention Stay current on state-of-the-art technologies and tools, including technical libraries, computing environments and academic research Collaborate with the SPM and the trading group in a transparent environment, engaging with the whole investment process Qualifications/Skills Required Master’s or PhD in Computer Science, Physics, Engineering, Statistics, Applied Mathematics, or related technical field appropriate to a computational background. 3-4 years of professional experience in a computer science/computational role, with an extremely strong computer science or engineering background. Expert in C++ and advanced programming skills in Python. Strong Linux-based development experience. Experience working in a technical environment with DevOps functions, utilizing Google Cloud, Airflow, InfluxDB, and Grafana. Experience design and implementation of front-office systems for quant trading of equity options. j4id9822468a j4it0835a j4iy25a