Ph3About G20 Group /h3 pG-20 Group is a leading cross-asset trading firm active in delta-one and derivatives markets. Established in 2010, G-20 offers liquidity solutions, treasury management, and institutional advisory services. We are supported by an outstanding team of professionals, with a robust global presence in EMEA, Americas, and APAC. /p h3Role Overview /h3 pWe are hiring a mid-level Portfolio Manager / Trader to own and operate market-neutral crypto strategies - primarily funding arbitrage, basis trades, calendar spreads, and cross-venue relative value - across centralized and decentralized venues. You will be responsible for day-to-day portfolio construction, execution, and drawdown control, working under a defined risk framework and supporting institutional SMA and fund mandates. This is a hands‑on PM and trading role with clear ownership and room to grow. /p h3Key Responsibilities /h3 ul liRun and manage market-neutral funding and basis books across CEX and DEX venues, primarily in majors and liquid alts /li liOwn position sizing, hedging, leverage, and exposure management, maintaining strict market neutrality and drawdown discipline /li liActively monitor funding regimes, futures curves, borrow costs, liquidity, and cross-venue dislocations; scale, rotate, or shut down risk as conditions change /li liPartner closely with risk, operations, and engineering to improve OMS/EMS workflows, automation, alerts, and real-time risk monitoring /li liMaintain an institutional-grade process: pre-trade controls, post-trade analysis, reconciliations, documentation, and audit readiness /li liContribute to the evolution of G20's market-neutral platform, including strategy refinement and new opportunity assessment /li /ul h3Requirements /h3 ul liDegree in Quantitative Finance, Mathematics, Computer Science, Statistics, or a related quantitative discipline; top-tier university preferred /li li3+ years of hands‑on experience in crypto derivatives, market-neutral, or relative‑value trading /li liDemonstrated experience running funding-rate and/or basis strategies with real capital and disciplined risk management /li liStrong understanding of perpetual mechanics, futures term structure, liquidation dynamics, and margin optimization /li liComfortable working with execution systems and data; able to collaborate effectively with quants and engineers /li liExperience with institutional custody and collateral frameworks (e.g., Fireblocks, Copper, Anchorage, or equivalent) /li liCalm under volatility, process-driven, and comfortable operating within defined risk limits /li liClear communicator with the ability to explain strategy, risk, and performance to internal stakeholders /li /ul h3Preferred / Desirable Experience /h3 ul liExperience in stat arb, volatility arbitrage, trend‑following overlays, or multi‑strategy market‑neutral pods /li liPrior exposure to regulated, audited, or institutional client environments /li liFamiliarity with both CeFi and DeFi market structure /li /ul h3Location and Right to Work /h3 pThis role will be based in New York, Zurich or London. Only candidates who reside in and possess the pre-existing right to work in the US, Switzerland or the UK without needing company sponsorship need apply. Trading access and setup will align with regulatory, exchange, and operational constraints. /p pJoin G-20 and be a part of a team that is at the forefront of financial markets, driving innovation and excellence in the sector. /p /p #J-18808-Ljbffr