Quantitative Trader

Benefits

Parental leave

Not verified

Non-birth-parent leave

Not verified

Family-building benefits

• Fertility benefits: Not verified
• Adoption assistance: Not verified
• Surrogacy assistance: Not verified

Mental health support

Not verified

Relocation assistance

Not verified

Childcare support

Not verified

Learning budget

Not verified

Verification

Not verified checked Jun 7, 2026

Salary

Not verified

401(k) match

Reported from DOL Form 5500 industry filing (not employer-specific)

Was this benefit information wrong? Tell us.

Role

Seniority

Mid From the posting source

Schedule

Shift type

Not verified

Weekend work

Not verified

Company

Equity

Offered From the posting source

Application

Cover letter

Not verified

Assessment

Not verified

Deadline

Not stated

Where they hire

State eligibility is not yet verified.

About this role

Quantitative Trader Zurich, Switzerland The Role We are seeking an experienced Quantitative Trader to join the team at Schonfeld in Zurich. The ideal candidate will blend rigorous macroeconomic insight with hands-on quantitative trading experience across credit, rates, and related derivatives. You will develop and maintain systematic models, collaborate closely with Portfolio Managers on trade ideas and risk, and leverage your network of sell-side economists and strategists to stay ahead of market trends. What You'll Do - Design, code, and maintain systematic and semi-systematic trading models spanning corporate bonds, credit ETFs, CDS indices, equity / vol cross-asset overlays and curve-relative value strategies. - Build data pipelines, back-testing frameworks, and real-time risk / P&L dashboards in Python / C++ for fixed-income and multi-asset products. - Conduct deep-dive macro research-integrating fundamentals, flow data, and machine-learning techniques-to generate high-conviction trade ideas. - Produce concise macroeconomic briefs for Portfolio Managers, distilling complex drivers such as global rates cycles, credit spread dynamics, liquidity, and volatility regimes. - Partner with Technology and Risk to refine execution algos, hedging rules, and portfolio-trading workflows. What You'll Bring - 10+ years' experience in macroeconomic research, credit volatility trading, and cross-asset systematic strategy design. - Experience working at global top-tier multi-manager hedge fund and leading sell-side algo / ETF desks. - Proven track record building and calibrating complex economic / financial models-mean-reversion, momentum, convexity, liquidity, and relative-value frameworks. - Advanced programming skills: Python, C++, SQL; working knowledge of R / MATLAB and VBA-Excel. - Work experience in credit indices (CDX /

Read the full description at job-boards.greenhouse.io. FewerJobs shows a preview and links to the original posting.