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Senior quantitative developer (w/m/d)

Zürich
LGT Group
Programmierer
Inserat online seit: 10 Juni
Beschreibung

PpLGT is the world’s largest family-owned and managed Private Banking and Asset Management Group. LGT Bank Switzerland has established itself as a renowned Swiss private bank and is an excellent address for both wealthy private clients and employees, recognized as one of the best employers in Switzerland. /ph3Responsibilities /h3ulliImplement, deploy, and maintain quantitative models for portfolio construction, risk, factor analytics, and systematic strategies in production. /liliDesign and maintain scalable Python infrastructure for backtesting, optimisation, and live analytics with strong testing and CI/CD practices. /liliTranslate research methodology into production systems (portfolio optimisation, factor risk models, covariance estimation) using libraries such as CVXPY or Mosek. /liliWork with portfolio managers, researchers, and IT to translate research designs into deployable production-quality code. /liliMaintain and improve the team's analytical infrastructure and engineering practices; stay current with relevant developments. /li /ulh3Qualifications /h3ullibEducational Background /b: Master’s or PhD in a quantitative field (Computer Science, Mathematics, Statistics, Engineering, Physics, Finance, or related). /lilibProfessional Experience /b: 5+ years in quantitative developer or research engineer roles at a buy‑side asset manager, hedge fund, QIS desk, or specialist quant vendor. Production experience implementing portfolio construction, risk, or factor models is mandatory. /lilibTechnical Skills (Required) /b: Expert Python with production engineering discipline (packaging, testing, CI/CD), NumPy, pandas, optimisation packages (CVXPY, Mosek, SCIP), SQL, Git. /lilibTechnical Skills (Preferred) /b: Compiled languages (C++, Rust, Java), cloud platforms (Azure, AWS, GCP), ML frameworks, or container technologies. /lilibDomain Knowledge /b: Portfolio theory, factor models, risk measures (VaR, ES, tracking error), and multi‑asset instruments. /lilibTrack Record /b: Proven ability to deliver and operate production‑quality quantitative systems in cross‑functional teams. /lilibPersonal Qualities /b: Hands‑on builder mindset, attention to detail, and effective communication with technical and non‑technical stakeholders. /lilibLanguages /b: Fluent English required; German is an asset. /li /ulh3Additional Information /h3pWe do not consider applications via recruitment agencies for this position. /p /p #J-18808-Ljbffr

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