About G20 Group 

G-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.

Role Overview 

We 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.

Key Responsibilities 

• Run and manage market-neutral funding and basis books across CEX and DEX venues, primarily in majors and liquid alts.
• Own position sizing, hedging, leverage, and exposure management, maintaining strict market neutrality and drawdown discipline.
• Actively monitor funding regimes, futures curves, borrow costs, liquidity, and cross-venue dislocations; scale, rotate, or shut down risk as conditions change.
• Partner closely with risk, operations, and engineering to improve OMS/EMS workflows, automation, alerts, and real-time risk monitoring.
• Maintain an institutional-grade process: pre-trade controls, post-trade analysis, reconciliations, documentation, and audit readiness.
• Contribute to the evolution of G20’s market-neutral platform, including strategy refinement and new opportunity assessment.

• Degree in Quantitative Finance, Mathematics, Computer Science, Statistics, or a related quantitative discipline; top-tier university preferred.
• 3+ years of hands-on experience in crypto derivatives, market-neutral, or relative-value trading.
• Demonstrated experience running funding-rate and/or basis strategies with real capital and disciplined risk management.
• Strong understanding of perpetual mechanics, futures term structure, liquidation dynamics, and margin optimization.
• Comfortable working with execution systems and data; able to collaborate effectively with quants and engineers.
• Experience with institutional custody and collateral frameworks (e.g. Fireblocks, Copper, Anchorage, or equivalent).
• Calm under volatility, process-driven, and comfortable operating within defined risk limits.
• Clear communicator with the ability to explain strategy, risk, and performance to internal stakeholders.

Preferred / Desirable Experience 

• Experience in stat arb, volatility arbitrage, trend-following overlays, or multi-strategy market-neutral pods.
• Prior exposure to regulated, audited, or institutional client environments.
• Familiarity with both CeFi and DeFi market structure.

Location and Right to Work: This 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.

Join G-20 and be a part of a team that is at the forefront of financial markets, driving innovation and excellence in the sector. 

About G20 Group 

G-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. 

Role Overview 
We are looking for an OTC sales professional to join our team, focused on institutional clients. This role is suited for a commercially minded individual with exposure to high volume spot and options flow. We would value the ability to contribute an existing client network while continuing to build new relationships. You will support and grow OTC trading volumes across spot and derivatives, working closely with our Sales and Trading teams to deliver tailored execution and structuring solutions. 

Key Responsibilities 

• Grow a portfolio of institutional clients, including funds, HNWIs, family offices, and crypto-native firms 

• Demonstrated ability to bring an existing, portable book of institutional or high-volume trading clients 

• Execute OTC trades across spot and derivatives, with increasing responsibility for options flow 

• Support distribution of vanilla options and structured hedging solutions in collaboration with trading and structuring teams 

• Provide clients with market color, volatility insights, and execution support 

• Assist in originating new business and growing trading volumes and revenue 

• Work closely with trading, risk, compliance, and operations teams to ensure smooth execution 

• Support client onboarding and ongoing account management in line with KYC/AML requirements 

• Maintain accurate CRM records, pipeline updates, and client activity reporting 

• Participate in industry events and client meetings as part of broader business development efforts 

• Degree in Finance, Economics, Business, or related field from a top-tier university 

• 3+ years of experience in OTC sales, institutional sales, trading, or brokerage (crypto, FX, or derivatives) 

• Exposure to options and derivatives products (crypto strongly preferred; FX or TradFi acceptable) 

• Existing relationships with institutional or high-volume trading clients (portable book not required but advantageous) 

• Solid understanding of crypto market structure, liquidity, and volatility 

• Commercial mindset with demonstrated interest in revenue generation and client growth 

• Strong communication, relationship management, and execution skills 

• High attention to detail, risk awareness, and professional integrity 

• Comfortable operating in fast-paced, global markets 

Preferred / Desirable Experience 

• Experience at a crypto exchange, market maker, hedge fund, or proprietary trading firm 

• Exposure to international client coverage 

Location and Right to work: This role will be based in our London, Zurich, New York or Hong Kong office. Only candidates who possess the pre-existing right to work in the relevant country of application need apply.  

 

Join G-20 and be a part of a team that is at the forefront of financial markets, driving innovation and excellence in the sector. 

About G-20 

G-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. 

Role Overview 

We are seeking a reliable and detail-oriented Finance Associate to support transactional finance and reconciliation activities across all G-20 entities. This role focuses on high-volume processing, accuracy, and timely resolution of discrepancies, working closely with the Zurich based finance team.

This role is expected to be part-time (60%) worked over 3-4 days a week, overlapping with the Zurich (CET) timezone for the first three months at a start.

Key Responsibilities

Transactional Finance

• Perform bank reconciliations across multiple entities and global accounts
• Investigate variances and post bank fees and intercompany transfers
• Manage accounts payable processes:
• Upload large volumes of invoices per month into the approval system
• Monitor approval workflows and proactively follow up on delays
• Maintain vendor records in SoftLedger
• Set up new vendors and ensure data accuracy
• Liaise with vendors and internal stakeholders
• Resolve queries on outstanding payments and disputed invoices
• Process corporate credit card transactions
• Collate receipts, code expenses, ensure correct VAT treatment and post to SoftLedger
• Post accounting adjustments to correct mispostings

Reconciliation Support

• Assist with balance sheet reconciliations, including intercompany balances
• Ensure receivables and payables match across entities
• Identify and flag discrepancies to the Zurich finance team
• Support audit trails and reconciliation documentation

• Degree or diploma in Accounting, Finance, or related discipline
• At least 1 years’ experience in accounts payable / transactional finance
• Experience with ERP/accounting systems with multiple entities and currencies
• Strong Excel skills and attention to detail
• Good written and spoken English

Preferred / Desirable Experience 

• Experience in multi-entity or international environments preferred

• Prior experience within a trading firm or finance setting is an asset

Right to work: This role is based out of our Hong Kong office. Only candidates who reside in and who possess the pre-existing right to work in Hong Kong without requiring company sponsorship need apply.  

Join G-20 Group and be a part of a team that is at the forefront of financial markets, driving innovation and excellence in the sector. 

About G-20 

The G-20 Group is a pioneer in Quantitative Trading systems in cross-asset markets. Headquartered in Switzerland, we operate at the intersection of Quantitative Research, Software Engineering and Trading. The team combines a startup mindset with extensive experience in proprietary Trading, Technology and Quantitative Finance. 

Role Overview 

As an Options Trader at G-20 Group, you will be responsible for managing a discretionary options portfolio across a number of asset classes. You will work with a team of traders, quantitative analysts, and developers to generate superior risk-adjusted returns for the firm. This role offers a unique opportunity to contribute to the growth of a highly successful trading firm in a fast-paced and dynamic environment.

Key Responsibilities 

• Develop, implement, and optimize options trading strategies across global markets.
• Analyze market data and leverage quantitative models to identify profitable trading opportunities.
• Monitor and manage risk exposures, ensuring strategies align with risk management protocols.
• Collaborate with data scientists, quants, and other traders to refine and improve trading algorithms and strategies.
• Stay up-to-date on market trends, news, and economic events that could impact options prices and volatility.
• Execute trades and manage positions effectively, ensuring optimal execution and liquidity.
• Contribute to the continuous improvement of G-20 Group’s trading systems and technologies.

• Degree in Finance, Mathematics, Physics, Computer Science, Engineering, or a related field from a top-tier university.
• Strong background in options trading with a solid understanding of the options market and strategies.
• Proven track record of generating consistent profits (PnL >$2m for more than 3 years).
• Experience with quantitative trading and the ability to apply data analysis to trading decisions.
• Strong knowledge of financial markets, particularly options pricing, volatility, and risk management.
• Exceptional analytical and problem-solving skills with the ability to make quick, data-driven decisions.
• Excellent communication and teamwork skills, with the ability to collaborate effectively across teams.
• A results-driven, proactive, and self-motivated approach.

Preferred / Desirable Experience 

• Proficiency in programming languages such as Python, C++, or similar (preferred). 

 

Right to work: This role can be based from our London, New York or Chicago offices. Only candidates who possess the pre-existing right to work in London or the US without requiring company sponsorship need apply.  

Join G-20 Group and be a part of a team that is at the forefront of financial markets, driving innovation and excellence in the sector. 

About G-20 

The G-20 Group is a pioneer in Quantitative Trading systems in cross-asset markets. Headquartered in Switzerland, we operate at the intersection of Quantitative Research, Software Engineering and Trading. The team combines a startup mindset with extensive experience in proprietary Trading, Technology and Quantitative Finance. 

Role Overview 

We are hiring for a motivated Smart Contract Engineer with responsibility for the design, development, and ownership of all on-chain components, including operator registration, stake management, fee distribution automation, and the smart contract interfaces utilized by AI agents and trading systems to interact with our markets.

Your work will serve as the foundational trust layer between multiple participants within the ecosystem and as such, is highly security-critical. The smart contracts you develop will manage slashable collateral, automate fee distribution across multiple active markets, and be subject to external audits and public accessibility.

Key Responsibilities 

• Operator Registration & Lifecycle: Build and maintain the end-to-end operator registration flow, including collateral locking, credential submission, and market configuration. Enable seamless addition of new markets without re-registration and ensure clear separation of operator identity and market parameters.
• Stake Management & Slashing: Develop smart contracts for staking, unstaking (with cooldowns), and handling partial/full slashing. Implement co-staker models with fair fee distribution and robust handling of all slashing edge cases.
• Fee Distribution Automation: Automate fee collection and distribution across treasury, co-stakers, and liquidity participants with transparent, auditable, and fully autonomous systems.
• Agent & Bot Interfaces: Design efficient on-chain interfaces for AI agents and trading bots, including batch operations and data queries. Provide well-documented SDKs in Python, TypeScript, and Rust.
• Market Governance: Implement secure governance for updating market parameters, incorporating safeguards such as timelocks, multi-sig approvals, and on-chain auditability.
• Security & Audit Readiness: Ensure audit-ready code with comprehensive testing (including fuzzing and invariants) and support external audits and bug bounty programs.

• Bachelors degree (minimum) in Computer Science, Engineering, Mathematics, Data Science, or a related field, top-tier university preferred
• Strong written and verbal communication skills
• Solidity Expertise: 1+ years of production experience in smart contract development. Strong understanding of the EVM, including gas optimization, storage layout, proxy patterns, and reentrancy protection.
• Foundry Proficiency: Experience using Foundry as a primary development framework, including Forge testing, fuzz testing, invariant testing, and scripted deployments. Demonstrated ability to achieve high test coverage across security-critical code paths.
• DeFi Perpetuals Knowledge: Solid understanding of perpetual futures architecture, including funding rates, mark vs. index pricing, liquidation mechanisms, and auto-deleveraging. Familiarity with design approaches across leading on-chain perpetual protocols.
• Security-Oriented Mindset: Strong awareness of smart contract attack vectors and exploit patterns, including flash loans, oracle manipulation, access control vulnerabilities, and front-running. Experience preparing codebases for external security audits.
• Governance & Access Control: Experience implementing and managing multi-signature wallets, timelock mechanisms, and secure on-chain parameter governance with safe upgrade patterns.
• SDK & Interface Design: Proven ability to design clean and developer-friendly ABIs, emit events for off-chain indexing, write comprehensive NatSpec documentation, and generate typed SDK bindings across multiple programming languages.

Preferred / Desirable Experience 

• Rust smart contracts: Smart contract development in Rust-based environments (Solana, NEAR, CosmWasm).
• Formal verification: Experience with Certora, Halmos, or symbolic execution tools for proving contract invariants.
• Oracle & cross-chain patterns: Understanding of how off-chain data (oracle prices, external state) is delivered to on-chain contracts and the trust assumptions involved.
• RWA tokenisation: Familiarity with tokenised real-world asset protocols and how their collateral types integrate with DeFi margin and lending systems.
• Institutional custody integration: Experience integrating institutional custody solutions (MPC-based or equivalent) for programmatic transaction signing.
  

Location and Right to work: This role will preferably be based in our Zurich office but could alternatively be based out of our London, New York, Chicago or Hong Kong offices. Only candidates who possess the pre-existing right to work in one of the locations above without needing company sponsorship need apply.  

Join G-20 Group and be a part of a team that is at the forefront of financial markets, driving innovation and excellence in the sector. 

About G-20 

The G-20 Group is a pioneer in Quantitative Trading systems in cross-asset markets. Headquartered in Switzerland, we operate at the intersection of Quantitative Research, Software Engineering and Trading. The team combines a startup mindset with extensive experience in proprietary Trading, Technology and Quantitative Finance. 

Role Overview 

We are hiring for an experienced, driven Smart Contract Engineer with responsibility for the design, development, and ownership of all on-chain components, including operator registration, stake management, fee distribution automation, and the smart contract interfaces utilized by AI agents and trading systems to interact with our markets.

Your work will serve as the foundational trust layer between multiple participants within the ecosystem and as such, is highly security-critical. The smart contracts you develop will manage slashable collateral, automate fee distribution across multiple active markets, and be subject to external audits and public accessibility.

Key Responsibilities 

• Operator Registration & Lifecycle: Build and maintain the end-to-end operator registration flow, including collateral locking, credential submission, and market configuration. Enable seamless addition of new markets without re-registration and ensure clear separation of operator identity and market parameters.
• Stake Management & Slashing: Develop smart contracts for staking, unstaking (with cooldowns), and handling partial/full slashing. Implement co-staker models with fair fee distribution and robust handling of all slashing edge cases.
• Fee Distribution Automation: Automate fee collection and distribution across treasury, co-stakers, and liquidity participants with transparent, auditable, and fully autonomous systems.
• Agent & Bot Interfaces: Design efficient on-chain interfaces for AI agents and trading bots, including batch operations and data queries. Provide well-documented SDKs in Python, TypeScript, and Rust.
• Market Governance: Implement secure governance for updating market parameters, incorporating safeguards such as timelocks, multi-sig approvals, and on-chain auditability.
• Security & Audit Readiness: Ensure audit-ready code with comprehensive testing (including fuzzing and invariants) and support external audits and bug bounty programs.

• Bachelors degree (minimum) in Computer Science, Engineering, Mathematics, Data Science, or a related field, top-tier university preferred
• Strong written and verbal communication skills
• Solidity Expertise: 3+ years of production experience in smart contract development. Strong understanding of the EVM, including gas optimization, storage layout, proxy patterns, and reentrancy protection.
• Foundry Proficiency: Experience using Foundry as a primary development framework, including Forge testing, fuzz testing, invariant testing, and scripted deployments. Demonstrated ability to achieve high test coverage across security-critical code paths.
• DeFi Perpetuals Knowledge: Solid understanding of perpetual futures architecture, including funding rates, mark vs. index pricing, liquidation mechanisms, and auto-deleveraging. Familiarity with design approaches across leading on-chain perpetual protocols.
• Security-Oriented Mindset: Strong awareness of smart contract attack vectors and exploit patterns, including flash loans, oracle manipulation, access control vulnerabilities, and front-running. Experience preparing codebases for external security audits.
• Governance & Access Control: Experience implementing and managing multi-signature wallets, timelock mechanisms, and secure on-chain parameter governance with safe upgrade patterns.
• SDK & Interface Design: Proven ability to design clean and developer-friendly ABIs, emit events for off-chain indexing, write comprehensive NatSpec documentation, and generate typed SDK bindings across multiple programming languages.

Preferred / Desirable Experience 

• Rust smart contracts: Smart contract development in Rust-based environments (Solana, NEAR, CosmWasm).
• Formal verification: Experience with Certora, Halmos, or symbolic execution tools for proving contract invariants.
• Oracle & cross-chain patterns: Understanding of how off-chain data (oracle prices, external state) is delivered to on-chain contracts and the trust assumptions involved.
• RWA tokenisation: Familiarity with tokenised real-world asset protocols and how their collateral types integrate with DeFi margin and lending systems.
• Institutional custody integration: Experience integrating institutional custody solutions (MPC-based or equivalent) for programmatic transaction signing.
  

Location and Right to work: This role will preferably be based in our Zurich office but could alternatively be based out of our London, New York, Chicago or Hong Kong offices. Only candidates who possess the pre-existing right to work in one of the locations above without needing company sponsorship need apply.  

Join G-20 Group and be a part of a team that is at the forefront of financial markets, driving innovation and excellence in the sector. 

About G-20 

The G-20 Group is a pioneer in Quantitative Trading systems in cross-asset markets. Headquartered in Switzerland, we operate at the intersection of Quantitative Research, Software Engineering and Trading. The team combines a startup mindset with extensive experience in proprietary Trading, Technology and Quantitative Finance. 

Role Overview 

We are hiring a motivated Oracle Engineer to join our team, a leading DeFi desk in the sector. In this role you will have end-to-end ownership of the oracle stack, including institutional market data ingestion from co-located data centres, low-latency aggregation, hardware-secured signing, and on-chain submission. 

This function operates within a zero-tolerance environment, where the integrity and accuracy of price submissions are critical. 

Key Responsibilities 

• Low-Latency Data Ingestion: Design and operate a multi-source feed handler architecture to ingest tick-level data from institutional market data providers, exchange direct feeds, and reference rate APIs. Ensure isolation of data sources with independent failure domains, and implement staleness detection, quorum-based validation, and automated failover across redundant data pathways.  
• Price Aggregation Engine: Develop a high-performance aggregation engine in Rust to generate a single reliable price from multiple, potentially divergent data sources. Implement manipulation-resistant statistical methods, outlier filtering, asset-specific confidence thresholds, and automated halting mechanisms when data quality falls below defined standards. Ensure consistent sub-second submission cadence with deterministic latency.  
• Cryptographic Signing & Submission: Implement a secure signing pipeline leveraging hardware security modules (HSMs) to ensure private keys remain within tamper-resistant environments. Integrate pre-submission validation checks against on-chain reference data and design an optimized submission path with minimal network latency.  
• Failover & High Availability: Architect and maintain a resilient multi-site infrastructure with active/standby configurations and automated failover capabilities. Ensure failover occurs within sub-second timeframes without data loss, and implement serverless fallback mechanisms for extreme failure scenarios. Maintain high availability through load-balanced endpoints with session affinity.  
• Monitoring & Incident Response: Establish comprehensive observability frameworks, including real-time monitoring of oracle latency, data source health, and quorum integrity. Implement automated circuit breakers to halt operations under degraded conditions and integrate with a 24/7 incident response and alerting system with clearly defined service level agreements. 

• Bachelors degree (minimum) in Computer Science, Engineering, Mathematics, Data Science, or a related field, top-tier university preferred 
• Strong written and verbal communication skills 
• Rust Development: Proven experience building and operating production systems in Rust with sub-100ms latency requirements. Demonstrated ability to deliver and maintain high-performance Rust applications in live environments.  
• Market Data Infrastructure: Hands-on experience integrating institutional-grade, tick-level market data feeds. Familiarity with FIX protocol, exchange connectivity, and normalization of market data across multiple asset classes, including equities, FX, commodities, and rates.  
• Low-Latency Systems Engineering: Experience designing and operating low-latency systems within co-located data centre environments. Strong understanding of kernel bypass networking, lock-free data structures, and cache-efficient memory design.  
• HSM Integration: Practical experience integrating hardware security modules (HSMs) for cryptographic signing in production environments, including key lifecycle management, rotation policies, and adherence to security standards.  
• Message Streaming Systems: Expertise in high-throughput message streaming architectures, including consumer group management, cross-site replication, and backpressure handling. Experience with technologies such as Redis Streams, NATS JetStream, or equivalent.  
• Operational Reliability: Experience supporting mission-critical systems with strict uptime requirements. Demonstrated ability to implement circuit breakers, develop operational runbooks, and design systems for graceful degradation under failure conditions.  
• Statistical Methods: Strong practical knowledge of robust statistical aggregation techniques, including weighted median, outlier detection, and exponential smoothing, with an understanding of their resistance to manipulation.  

Preferred / Desirable Experience 

• Blockchain Oracle Systems: Experience building or operating oracle systems (e.g., Chainlink, Pyth, or custom implementations), including an understanding of slashing mechanisms and incentive design for price reporting.  
• Real-Time API Infrastructure: Experience developing high-throughput WebSocket and gRPC services for latency-sensitive applications such as trading systems or AI agents.  
• Cloud Infrastructure (AWS): Experience designing and operating high-availability cloud infrastructure, including HSM services, serverless architectures, object storage, and service discovery with health-check orchestration.  
• Traditional Finance Market Microstructure: Understanding of global market microstructure, including trading hours, session boundaries, after-hours pricing, and weekend gap dynamics across asset classes. 

 

Location and Right to work: This role will preferably be based in our Zurich office but could alternatively be based out of our London, New York, Chicago or Hong Kong offices. Only candidates who possess the pre-existing right to work in one of the locations above without needing company sponsorship need apply.  

Join G-20 Group and be a part of a team that is at the forefront of financial markets, driving innovation and excellence in the sector. 

About G-20 

The G-20 Group is a pioneer in Quantitative Trading systems in cross-asset markets. Headquartered in Switzerland, we operate at the intersection of Quantitative Research, Software Engineering and Trading. The team combines a startup mindset with extensive experience in proprietary Trading, Technology and Quantitative Finance. 

Role Overview 

We are hiring an experienced Oracle Engineer to join our team, a leading DeFi desk in the sector. In this role you will have end-to-end ownership of the oracle stack, including institutional market data ingestion from co-located data centres, low-latency aggregation, hardware-secured signing, and on-chain submission. 

This function operates within a zero-tolerance environment, where the integrity and accuracy of price submissions are critical. 

Key Responsibilities 

• Low-Latency Data Ingestion: Design and operate a multi-source feed handler architecture to ingest tick-level data from institutional market data providers, exchange direct feeds, and reference rate APIs. Ensure isolation of data sources with independent failure domains, and implement staleness detection, quorum-based validation, and automated failover across redundant data pathways.  
• Price Aggregation Engine: Develop a high-performance aggregation engine in Rust to generate a single reliable price from multiple, potentially divergent data sources. Implement manipulation-resistant statistical methods, outlier filtering, asset-specific confidence thresholds, and automated halting mechanisms when data quality falls below defined standards. Ensure consistent sub-second submission cadence with deterministic latency.  
• Cryptographic Signing & Submission: Implement a secure signing pipeline leveraging hardware security modules (HSMs) to ensure private keys remain within tamper-resistant environments. Integrate pre-submission validation checks against on-chain reference data and design an optimized submission path with minimal network latency.  
• Failover & High Availability: Architect and maintain a resilient multi-site infrastructure with active/standby configurations and automated failover capabilities. Ensure failover occurs within sub-second timeframes without data loss, and implement serverless fallback mechanisms for extreme failure scenarios. Maintain high availability through load-balanced endpoints with session affinity.  
• Monitoring & Incident Response: Establish comprehensive observability frameworks, including real-time monitoring of oracle latency, data source health, and quorum integrity. Implement automated circuit breakers to halt operations under degraded conditions and integrate with a 24/7 incident response and alerting system with clearly defined service level agreements. 

• Bachelors degree (minimum) in Computer Science, Engineering, Mathematics, Data Science, or a related field, top-tier university preferred 
• Strong written and verbal communication skills 
• Rust Development: Proven experience building and operating production systems in Rust with sub-100ms latency requirements. Demonstrated ability to deliver and maintain high-performance Rust applications in live environments.  
• Market Data Infrastructure: Hands-on experience integrating institutional-grade, tick-level market data feeds. Familiarity with FIX protocol, exchange connectivity, and normalization of market data across multiple asset classes, including equities, FX, commodities, and rates.  
• Low-Latency Systems Engineering: Experience designing and operating low-latency systems within co-located data centre environments. Strong understanding of kernel bypass networking, lock-free data structures, and cache-efficient memory design.  
• HSM Integration: Practical experience integrating hardware security modules (HSMs) for cryptographic signing in production environments, including key lifecycle management, rotation policies, and adherence to security standards.  
• Message Streaming Systems: Expertise in high-throughput message streaming architectures, including consumer group management, cross-site replication, and backpressure handling. Experience with technologies such as Redis Streams, NATS JetStream, or equivalent.  
• Operational Reliability: Experience supporting mission-critical systems with strict uptime requirements. Demonstrated ability to implement circuit breakers, develop operational runbooks, and design systems for graceful degradation under failure conditions.  
• Statistical Methods: Strong practical knowledge of robust statistical aggregation techniques, including weighted median, outlier detection, and exponential smoothing, with an understanding of their resistance to manipulation.  

Preferred / Desirable Experience 

• Blockchain Oracle Systems: Experience building or operating oracle systems (e.g., Chainlink, Pyth, or custom implementations), including an understanding of slashing mechanisms and incentive design for price reporting.  
• Real-Time API Infrastructure: Experience developing high-throughput WebSocket and gRPC services for latency-sensitive applications such as trading systems or AI agents.  
• Cloud Infrastructure (AWS): Experience designing and operating high-availability cloud infrastructure, including HSM services, serverless architectures, object storage, and service discovery with health-check orchestration.  
• Traditional Finance Market Microstructure: Understanding of global market microstructure, including trading hours, session boundaries, after-hours pricing, and weekend gap dynamics across asset classes. 

 

Location and Right to work: This role will preferably be based in our Zurich office but could alternatively be based out of our London, New York, Chicago or Hong Kong offices. Only candidates who possess the pre-existing right to work in one of the locations above without needing company sponsorship need apply.  

Join G-20 Group and be a part of a team that is at the forefront of financial markets, driving innovation and excellence in the sector. 

About G-20 

The G-20 Group is a pioneer in Quantitative Trading systems in cross-asset markets. Headquartered in Switzerland, we operate at the intersection of Quantitative Research, Software Engineering and Trading. The team combines a startup mindset with extensive experience in proprietary Trading, Technology and Quantitative Finance. 

Role Overview 

As an Options Trader at G-20 Group, you will be responsible for managing and optimizing options trading strategies across various markets. You will work with a team of quantitative analysts and developers to implement trading models and make informed, data-driven decisions. This role offers a unique opportunity to contribute to the growth of a highly successful trading firm in a fast-paced and dynamic environment. 

Key Responsibilities 

• Develop, implement, and optimize options trading strategies across global markets. 
• Analyze market data and leverage quantitative models to identify profitable trading opportunities. 
• Monitor and manage risk exposures, ensuring strategies align with risk management protocols. 
• Collaborate with data scientists, quants, and other traders to refine and improve trading algorithms and strategies. 
• Stay up-to-date on market trends, news, and economic events that could impact options prices and volatility. 
• Execute trades and manage positions effectively, ensuring optimal execution and liquidity. 
• Contribute to the continuous improvement of G-20 Group’s trading systems and technologies. 

• Degree in Finance, Mathematics, Physics, Computer Science, Engineering, or a related field from a top-tier university. 
• Strong background in options trading with a solid understanding of the options market and strategies. 
• Proven track record of generating consistent profits (PnL >$2m for more than 3 years) 
• Experience with quantitative trading and the ability to apply data analysis to trading decisions. 
• Strong knowledge of financial markets, particularly options pricing, volatility, and risk management. 
• Exceptional analytical and problem-solving skills with the ability to make quick, data-driven decisions. 
• Excellent communication and teamwork skills, with the ability to collaborate effectively across teams. 
• A results-driven, proactive, and self-motivated approach. 

Preferred / Desirable Experience 

• Proficiency in programming languages such as Python, C++, or similar (preferred). 

 

Right to work: This role can be based from our New York, Chicago or London offices. Only candidates who reside in and who possess the pre-existing right to work in the US or London without requiring company sponsorship need apply.  

Join G-20 Group and be a part of a team that is at the forefront of financial markets, driving innovation and excellence in the sector. 

About G-20 Group 

G-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. 

Role Overview

We are seeking a highly skilled and motivated Core C++ Developer to join our London team to further develop and maintain the proprietary, in-house trading engine.

We are seeking a candidate with a strong background in building large-scale low-latency systems. The role involves maintaining daily trading operations as well as developing scalable, high-performance code, optimizing system architecture and modularity to ensure seamless operations and functionality.

The ideal candidate will be self-driven, motivated, responsible and highly responsive, working independently to develop and improve the existing code base, while collaborating closely with diverse cross-functional teams of stakeholders and fellow developers. We are looking for someone with strong expertise in C++ programming, debugging, and system optimization, who is passionate about delivering practical, high-quality, PnL-focused solutions.

The primary focus for this role will be working on core engine components, including trading engines, pricing, market making strategies and underlying trading infrastructure.

Key Responsibilities

• Trading Engine Development: Develop the existing and new components within the trading engine while maintaining overall system design.
• Ownership of Engine Components: Grow into ownership of existing or newly developed trading engine components, such as pricing, market-making, hedging, etc.
• Performance Optimization: Continuously monitor and optimize trading engine performance.
• Systems Refactorization: Work on appropriate code modularization, versioning, deployment and test processes.
• Trading Infrastructure Development: Develop, improve and maintain overall trading infrastruc-ture, including reference and market data, trades and balance dissemination services.
• Trading Engine Operations: Ensure that day-to-day trading operations run smoothly.
• Collaboration with Trading: Work directly with the trading team to understand their needs and deliver appropriate solutions that support the firm's strategic goals.

Education: Bachelor’s or Master’s degree in computer sciences, Computer Science, Engineering, or a related field.

Experience: At least 3+ years or more of experience in software development, ideally in a high-paced trading environment.

Personal Qualities:

• Self-driven, motivated, responsible and highly responsive individual.
• Mature enough to work collaboratively on the existing code base.
• Ability to work effectively in a fast-paced trading environment.
• Strong and tactful communication skills, both verbal and written.

Tech Skills:

• Proficiency in C++ (Cxx-17).
• Familiarity with Rust is a significant bonus, Python desired.
• Proficiency in Unix based systems.
• Experience of cloud-based platforms (AWS).
• Experience with real-time data messaging (websockets, Redis).
• Experience with CI/CD tools, Jenkins, Supervisor and docker.
• Fast problem-solving skills, combined with attention to details.

Preferred / Desirable Experience:

• Familiarity with low latency and high throughput systems.
• Experience in the finance or cryptocurrency sectors.
• Experience with high-paced production or trading environments.

Location and Right to work: This role will be based in our London office. Only candidates who reside in the UK and possess the pre-existing right to work in the UK without needing company sponsorship need apply.  

Join G-20 and be a part of a team that is at the forefront of financial markets, driving innovation and excellence in the sector.

About G-20 

The G-20 Group is a pioneer in Quantitative Trading systems in cross-asset markets. Headquartered in Switzerland, we operate at the intersection of Quantitative Research, Software Engineering and Trading. The team combines a startup mindset with extensive experience in proprietary Trading, Technology and Quantitative Finance. 

Role Overview 

As an Options Trader at G-20 Group, you will be responsible for managing and optimizing options trading strategies across various markets with a focus on US trading hours. You will work with a team of quantitative analysts and developers to implement trading models and make informed, data-driven decisions. This role offers a unique opportunity to contribute to the growth of a highly successful trading firm in a fast-paced and dynamic environment. 

Key Responsibilities 

• Develop, implement, and optimize options trading strategies across global markets. 
• Analyze market data and leverage quantitative models to identify profitable trading opportunities. 
• Monitor and manage risk exposures, ensuring strategies align with risk management protocols. 
• Collaborate with data scientists, quants, and other traders to refine and improve trading algorithms and strategies. 
• Stay up-to-date on market trends, news, and economic events that could impact options prices and volatility. 
• Execute trades and manage positions effectively, ensuring optimal execution and liquidity. 
• Contribute to the continuous improvement of G-20 Group’s trading systems and technologies. 

• Degree in Finance, Mathematics, Physics, Computer Science, Engineering, or a related field from a top-tier university. 
• Strong background in options trading with a solid understanding of the options market and strategies. 
• Proven track record of generating consistent profits (PnL >$2m for more than 3 years) 
• Experience with quantitative trading and the ability to apply data analysis to trading decisions. 
• Strong knowledge of financial markets, particularly options pricing, volatility, and risk management. 
• Exceptional analytical and problem-solving skills with the ability to make quick, data-driven decisions. 
• Excellent communication and teamwork skills, with the ability to collaborate effectively across teams. 
• A results-driven, proactive, and self-motivated approach. 
• Willingness to work an adjusted schedule covering US hours and some weekend coverage as required. 

Preferred / Desirable Experience 

• Proficiency in programming languages such as Python, C++, or similar (preferred). 

 

Right to work: This role can be based from our New York, Chicago or London offices. Only candidates who reside in and who possess the pre-existing right to work in the US or London without requiring company sponsorship need apply.  

Join G-20 Group and be a part of a team that is at the forefront of financial markets, driving innovation and excellence in the sector.