About G20 Group 

G-20 Group is a cross-asset trading firm headquartered in Switzerland, trading delta-one and derivatives markets globally. We combine startup agility with institutional-grade experience in proprietary trading, technology, and quantitative finance.

Role Overview 

As an expert Research Analyst at G-20, you will be responsible for producing high-conviction, actionable investment research across US equities, with a primary focus on Energy, the "Magnificent 7" mega-cap technology names, and Semiconductors. You will work closely with portfolio managers and traders to translate deep fundamental and thematic research into differentiated investment ideas, supporting G-20's decision-making across its trading and investment strategies.

Responsibilities

• Conduct in-depth fundamental research and financial modeling on US Energy stocks, Magnificent 7 names (Apple, Microsoft, Alphabet, Amazon, Nvidia, Meta, Tesla), and Semiconductor companies. 
• Develop and maintain detailed earnings models, valuation frameworks, and scenario analyses to support investment and trading decisions. 
• Monitor sector-specific catalysts, including earnings releases, capex cycles, supply/demand dynamics, regulatory developments, and technological trends (e.g. AI infrastructure buildout, chip supply chains, energy transition themes, OPEC+ policy). 
• Generate timely, well-argued investment theses and actionable trade ideas, clearly articulating risk/reward and key catalysts. 
• Build and maintain relationships with company management teams, sell-side analysts, and industry contacts to enhance information edge. 
• Track macro and geopolitical developments relevant to covered sectors (e.g. oil supply dynamics, semiconductor export controls, AI capex trends) and assess their portfolio impact. 
• Collaborate closely with portfolio managers and traders to size positions, manage risk, and refine entry/exit strategies based on research views. 
• Present research findings clearly and concisely through written notes and verbal briefings, ensuring key messages are actionable for trading decisions. 
• Continuously refine coverage frameworks, data sources, and analytical tools to improve research quality and efficiency. 

• Degree in Finance, Economics, Engineering, or a related field from a top-tier university; CFA or equivalent professional qualification is a plus. 
• Minimum 5+ years of equity research experience (sell-side or buy-side), with demonstrated coverage of Energy, large-cap Technology, and/or Semiconductor sectors. 
• Strong financial modeling, valuation, and analytical skills, with a track record of generating differentiated, high-conviction investment ideas. 
• Deep understanding of the drivers specific to each coverage area: commodity price dynamics and energy markets, mega-cap tech competitive positioning and AI-driven growth narratives, and semiconductor cycle/supply chain dynamics. 
• Excellent written and verbal communication skills, with the ability to distill complex analysis into clear, actionable investment views. 
• Proven ability to work under pressure in a fast-paced trading environment, with strong attention to detail and intellectual curiosity. 
• Self-motivated, proactive, and comfortable operating with a high degree of autonomy while collaborating effectively with traders and portfolio managers. 

Preferred / Desirable Experience 

• Prior experience at a top-tier sell-side research firm, hedge fund, or proprietary trading firm. 
• Established network of industry contacts, management teams, and sell-side relationships across covered sectors. 
• Proficiency with financial data and analytical tools (e.g. Bloomberg, FactSet, Python, Excel/VBA, SQL). 
• Experience working closely with trading desks to translate research into position sizing and risk management decisions. 

Locations and Right to work: This role can be based out of our Zurich, London, New York or Hong Kong office. Only candidates who possess the pre-existing right to work in one of the locations above without 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 

G-20 Group is a cross-asset trading firm headquartered in Switzerland, trading delta-one and derivatives markets globally. We combine startup agility with institutional-grade experience in proprietary trading, technology, and quantitative finance.

Role Overview 

As a Gold and Precious Metals Options Trader at G-20, you will be responsible for managing and optimizing a discretionary precious metals options portfolio. You will collaborate with a team of traders, quantitative researchers, and developers to enhance pricing models, refine trading strategies, and drive superior risk-adjusted returns. This role offers a unique opportunity to contribute to G-20's continued expansion within a fast-paced and dynamic trading environment. 

Key Responsibilities 

• Develop, implement, and refine options trading strategies across precious metals (gold, silver, platinum, and palladium). 
• Analyze market microstructure, order flow, and volatility dynamics (including skew, term structure, and implied vs. realized volatility) to identify and capitalize on trading opportunities. 
• Collaborate with quantitative analysts and developers to improve options pricing models, hedging algorithms, and execution tools. 
• Maintain strong awareness of central bank policy, real yields, US dollar strength, inflation data, central bank gold reserves, and safe-haven demand dynamics that influence precious metals and volatility markets. 
• Execute trades with precision across listed and OTC precious metals options, futures, and physical/spot markets, ensuring best execution and liquidity management. 
• Manage portfolio Greeks (delta, gamma, vega, theta) and adjust hedges dynamically in response to changing market conditions, including around key macro data releases, central bank meetings, and geopolitical events. 
• Contribute to the continuous enhancement of G-20's trading infrastructure, data pipelines, and analytical frameworks. 
• Monitor portfolio performance and risk metrics, providing regular feedback on strategy effectiveness and market impact. 

• Degree in Finance, Mathematics, Physics, Computer Science, Engineering, or a related field from a top-tier university. 
• Strong background in commodities/precious metals options trading with a solid understanding of options pricing theory, volatility trading, and relevant strategies. Experience in high volatility asset classes and leveraged trading is essential. 
• Proven track record of generating consistent profits (PnL >$2m annually for more than 3 years). 
• Experience with quantitative trading and the ability to apply data analysis to trading decisions. 
• Exceptional analytical and problem-solving abilities, capable of making quick, data-driven decisions. 
• Excellent communication and collaboration skills, with the ability to collaborate effectively across teams. 
• Demonstration of a results-driven, proactive, and self-motivated approach. 

Preferred / Desirable Experience 

• Experience in a proprietary trading, market-making, or hedge fund environment. 
• Familiarity with automation and algorithmic execution strategies for options. 
• Proficiency with trading and analytical tools (e.g. Python, Excel/VBA, SQL). 

 

Right to work: This role can be based out of our Zurich, London, New York or Hong Kong office. Only candidates who possess the pre-existing right to work in one of the locations above without 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 

G-20 Group is a cross-asset trading firm headquartered in Switzerland, trading delta-one and derivatives markets globally. We combine startup agility with institutional-grade experience in proprietary trading, technology, and quantitative finance.

Role Overview 

As an Index Options Trader at G-20, you will be responsible for managing and optimizing a discretionary index options portfolio. You will collaborate with a team of traders, quantitative researchers, and developers to enhance pricing models, refine trading strategies, and drive superior risk-adjusted returns. This role offers a unique opportunity to contribute to G-20's continued expansion within a fast-paced and dynamic trading environment. 

Key Responsibilities 

• Develop, implement, and refine index options trading strategies across major benchmark indices (e.g. S&P 500, Nasdaq 100, Russell 2000, or relevant regional indices). 
• Analyze market microstructure, order flow, and volatility dynamics (including skew, term structure, and implied vs. realized volatility) to identify and capitalize on trading opportunities. 
• Collaborate with quantitative analysts and developers to improve options pricing models, hedging algorithms, and execution tools. 
• Maintain strong awareness of macroeconomic events, central bank policy, and geopolitical developments that influence index levels and volatility markets. 
• Execute trades with precision across listed index options and related futures, ensuring best execution and liquidity management. 
• Manage portfolio Greeks (delta, gamma, vega, theta) and adjust hedges dynamically in response to changing market conditions, including around key macro events and expiries. 
• Contribute to the continuous enhancement of G-20's trading infrastructure, data pipelines, and analytical frameworks. 
• Monitor portfolio performance and risk metrics, providing regular feedback on strategy effectiveness and market impact. 

• 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 options pricing theory, volatility trading, and relevant strategies. Experience in high volatility asset classes and leveraged trading is essential. 
• Proven track record of generating consistent profits (PnL >$2m annually for more than 3 years, increasing with experience). 
• Experience with quantitative trading and the ability to apply data analysis to trading decisions. 
• Exceptional analytical and problem-solving abilities, capable of making quick, data-driven decisions. 
• Excellent communication and collaboration skills, with the ability to collaborate effectively across teams. 
• Demonstration of a results-driven, proactive, and self-motivated approach. 

Preferred / Desirable Experience 

• Experience in a proprietary trading, market-making, or hedge fund environment. 
• Familiarity with automation and algorithmic execution strategies for options. 
• Proficiency with trading and analytical tools (e.g. Python, Excel/VBA, SQL). 

Right to work: This role can be based out of our Zurich, London, New York or Hong Kong office. Only candidates who possess the pre-existing right to work in one of the locations above without 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 

G-20 Group is a cross-asset trading firm headquartered in Switzerland, trading delta-one and derivatives markets globally. We combine startup agility with institutional-grade experience in proprietary trading, technology, and quantitative finance.

Role Overview 

As an Equity Options Trader at G-20, you will be responsible for managing and optimizing a discretionary equity options portfolio. You will collaborate with a team of traders, quantitative researchers, and developers to enhance pricing models, refine trading strategies, and drive superior risk-adjusted returns. This role offers a unique opportunity to contribute to G-20's continued expansion within a fast-paced and dynamic trading environment. 

Key Responsibilities 

• Develop, implement, and refine equity options trading strategies with a focus on small-cap equities. 
• Analyze market microstructure, order flow, and volatility dynamics (including skew, term structure, and implied vs. realized volatility) to identify and capitalize on trading opportunities. 
• Collaborate with quantitative analysts and developers to improve options pricing models, hedging algorithms, and execution tools. 
• Maintain strong awareness of corporate actions, earnings events, and sector-specific catalysts that influence equity and options markets. 
• Execute trades with precision across listed equity options, ensuring best execution and liquidity management. 
• Manage portfolio Greeks (delta, gamma, vega, theta) and adjust hedges dynamically in response to changing market conditions. 
• Contribute to the continuous enhancement of G-20's trading infrastructure, data pipelines, and analytical frameworks. 
• Monitor portfolio performance and risk metrics, providing regular feedback on strategy effectiveness and market impact. 

• 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 options pricing theory, volatility trading, and relevant strategies. Experience in high volatility asset classes and leveraged trading is essential. 
• Proven track record of generating consistent profits (PnL >$2m annually for more than 3 years). 
• Experience with quantitative trading and the ability to apply data analysis to trading decisions. 
• Exceptional analytical and problem-solving abilities, capable of making quick, data-driven decisions. 
• Excellent communication and collaboration skills, with the ability to collaborate effectively across teams. 
• Demonstration of a results-driven, proactive, and self-motivated approach. 

Preferred / Desirable Experience 

• Experience in a proprietary trading, market-making, or hedge fund environment. 
• Familiarity with automation and algorithmic execution strategies for options. 
• Proficiency with trading and analytical tools (e.g. Python, Excel/VBA, SQL). 

 

Right to work: This role can be based out of our Zurich, London, New York or Hong Kong office. Only candidates who possess the pre-existing right to work in one of the locations above without 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 G20 Group 

G-20 Group is a cross-asset trading firm headquartered in Switzerland, trading delta-one and derivatives markets globally. We combine startup agility with institutional-grade experience in proprietary trading, technology, and quantitative finance.

Role Overview 

We’re expanding our team with a De-Fi Developer & Engineer – someone who has a true passion for innovation using blockchain technology within the spectrum of financial markets, pushing the boundaries in a close-knit technology, math and trading-focused team. The individual will work with colleagues with expertise in systematic and automatic quantitative trading and market making. 

Responsibilities

• Co-develop our trading algorithms and platform architecture, implementing innovative trade execution and connectivity solutions.  

• Conduct thorough research and analysis of DeFi protocols using on-chain data to build the continuously evolving technology to support market making and trading strategies 

• Research and implement novel blockchain functionalities and protocols 

• Research smart contract libraries and frameworks 

• Maintain deep awareness of DeFi protocol updates and market developments 

• Proven experience in deployment on various blockchain platforms 

• Postgraduate or Graduate degree demonstrating a solid background in programming (Computer Science, Computer Engineering, or equivalent) 
• Comfortable or native in web3 technology and cryptocurrency markets 
• Proven experience of an advanced understanding of EVM or another other blockchain ecosystem architectures and corresponding implementations 
• Proficient programming skills in at least 2 of the following languages: C + +, Python, Typescript, Rust (Solidity is an asset) 
• Proficiency in certain blockchain-related programming languages (Golang, Rust, Solidity, Move, Yul) 
• Experience in smart contract audits and a desire to innovate at the lowest levels of blockchain technology 
• Demonstrated ability of large technological stack deployments and deliver finished projects  
• Fluent English communication skills 

Preferred / Desirable Experience 

• Hands-on experience with blockchain analytics, DeFi protocols across different chains 
• Deep technical knowledge of specific blockchain platforms 
• Having worked in a fast paced quantitative or trading experience is a plus 
• Familiarity in Typescript and other languages used in Web3 is a plus

Locations and Right to work: This role can be based out of our Zurich, London, New York or Hong Kong office. Only candidates who possess the pre-existing right to work in one of the locations above without 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 G20 Group 

G-20 Group is a cross-asset trading firm headquartered in Switzerland, trading delta-one and derivatives markets globally. We combine startup agility with institutional-grade experience in proprietary trading, technology, and quantitative finance.

Role Overview 

We are hiring for a Low Latency Market Making Engineer to design, build, and continuously optimize the systems responsible for quote generation and order execution within microsecond-level latency tolerances. This role sits combines deep knowledge of software engineering, hardware, and market microstructure, and requires close collaboration with traders and quantitative researchers to translate strategy requirements into production systems capable of achieving favorable queue position across trading venues.  

Responsibilities

• Design, build, and maintain ultra-low-latency market making systems, including order entry, market data processing, risk controls, and quote and order management functionality  

• Continuously profile and optimize the tick-to-trade path, from network interface through kernel to application, with close attention to CPU cache behavior, memory layout, branch prediction, and lock-free data structures  

• Collaborate with hardware engineers, or develop FPGA logic directly depending on background, to minimize latency in critical-path processing  

• Own exchange connectivity, including implementation and maintenance of FIX, ITCH/OUCH, or proprietary binary protocols for order entry and market data feeds  

• Partner with traders and quantitative researchers to implement and calibrate quoting logic, risk controls, and inventory management in production environments  

• Build and maintain simulation, backtesting, and replay infrastructure to validate strategy and system changes prior to live deployment  

• Monitor live trading systems, diagnose latency regressions and operational anomalies in real time, and lead root-cause resolution efforts  

• Contribute to capacity planning and infrastructure decisions relating to co-location, network topology, and hardware upgrades  

• Uphold rigorous engineering standards, including code review, testing, deployment safety, and change management practices appropriate for systems executing live capital. 

• Currently pursuing or recently completed a degree in Computer Science, Engineering, Mathematics, Data Science, Economics, Business, or a related field, top-tier university preferred 
• Strong proficiency in C++ (modern C++17/20 preferred), with the ability to reason about assembly output and compiler behavior  
• Thorough understanding of computer architecture, including CPU caches, NUMA, memory ordering, and kernel bypass networking technologies (e.g., Solarflare/OpenOnload, DPDK, or comparable solutions)  
• Experience with low-latency networking and associated protocols (TCP/UDP internals, multicast, kernel bypass) as well as exchange connectivity protocols such as FIX, ITCH, or OUCH  
• Solid understanding of Linux internals, including scheduling, interrupt handling, NUMA pinning, and huge pages, with demonstrated experience tuning production systems at the operating system level  
• Working knowledge of market microstructure, including order books, matching engine behavior, queue position, adverse selection, and inventory risk management practices employed by market makers  
• Experience with FPGA development (Verilog/VHDL) is advantageous, though not a strict requirement for all candidates  
• Demonstrated experience working on systems where microsecond- or nanosecond-level performance was critical, such as high-frequency trading, market making, exchange technology, or comparable latency-sensitive domains (telecommunications, high-performance computing, real-time systems)  
• Strong debugging and profiling capabilities using tools such as perf, VTune, or custom tracing and timestamping infrastructure  
• Strong communication skills and the ability to collaborate effectively with trading personnel under time-sensitive conditions during market hours. 

Preferred / Desirable Experience 

• Experience building or tuning matching engines or exchange-side systems  
• Exposure to FPGA-based trading systems or programmable networking hardware (e.g., Solarflare, Exablaze, Arista MetaWatch)  
• Prior experience at a market making firm, high-frequency trading firm, or exchange technology vendor. 

Locations and Right to work: This role can be based out of our Zurich, London, New York or Hong Kong office. Only candidates who possess the pre-existing right to work in one of the locations above without 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 

G-20 Group is a cross-asset trading firm headquartered in Switzerland, trading delta-one and derivatives markets globally. We combine startup agility with institutional-grade experience in proprietary trading, technology, and quantitative finance.

Role Overview 

As a Mid-Level FX Volatility Trader at G-20, you will be responsible for managing and growing proprietary FX volatility trading strategies across G10 and EM currency markets. You will generate and execute trading ideas, manage volatility risk, and collaborate closely with quantitative researchers, developers, and fellow traders to enhance pricing models, execution, and risk management.

This is an opportunity to join a high-performing proprietary trading firm where technology, quantitative research, and disciplined risk management drive trading performance.

Key Responsibilities 

• Manage proprietary FX volatility portfolios across vanilla and, where appropriate, structured options.
• Generate and execute discretionary and quantitative volatility trading strategies, including directional volatility, relative value, volatility arbitrage, and event-driven trades.
• Price, structure, and execute FX options while actively managing Greeks, volatility exposures, and overall portfolio risk.
• Monitor implied and realised volatility, skew, term structure, correlations, and macroeconomic developments to identify trading opportunities.
• Develop and maintain quantitative tools and models to support pricing, volatility forecasting, and trade selection.
• Analyse market data and identify statistical relationships and inefficiencies across FX volatility markets.
• Work closely with quantitative researchers and developers to improve pricing models, execution systems, and trading infrastructure.
• Manage positions within defined risk limits while maintaining disciplined P&L attribution and risk reporting.
• Continuously evaluate strategy performance and recommend improvements based on market conditions and quantitative analysis.
• Stay informed of central bank policy, macroeconomic events, and geopolitical developments impacting FX volatility markets.
• Contribute to the ongoing enhancement of G-20's trading technology and research capabilities.

• Bachelor's or Master's degree in Finance, Mathematics, Economics, Physics, Engineering, Computer Science, or a related quantitative discipline.
• 4+ years’ experience trading FX options or FX volatility strategies within a bank, proprietary trading firm, hedge fund, or market maker.
• Demonstrated understanding of FX options pricing, implied volatility, volatility surfaces, Greeks, and risk management.
• Experience managing proprietary risk and generating independent trading ideas with a proven contribution to trading performance.
• Strong knowledge of G10 FX markets and macroeconomic drivers of volatility.
• Excellent analytical and quantitative skills with the ability to make fast, data-driven trading decisions.
• Experience using Python or similar programming languages for data analysis, strategy development, or automation is highly desirable.
• Strong understanding of market microstructure and electronic execution.
• Excellent communication skills and ability to work collaboratively with traders, quants, and engineers.
• Highly motivated, disciplined, and comfortable operating in a fast-paced trading environment.

Preferred / Desirable Experience 

• Experience trading event volatility around central bank meetings, inflation releases, and macroeconomic events.
• Familiarity with volatility modelling, stochastic volatility models, or systematic volatility strategies.
• Knowledge of electronic trading platforms and execution analytics.
• Demonstrated track record of consistent risk-adjusted trading performance.

 

Right to work: This role is based in our Zurich offices. Only candidates who reside in and who possess the pre-existing right to work in Switzerland 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. 

Important: Please only apply if you are able to work on-site at our Zurich office every working day. This is a fully office-based role with no option for remote work, regardless of whether you are applying for a full-time or part-time position (60–100%).

About G-20 

G-20 Group is a cross-asset trading firm headquartered in Switzerland, trading delta-one and derivatives markets globally. We combine startup agility with institutional-grade experience in proprietary trading, technology, and quantitative finance.

Role Overview 

As Compliance Officer, you will have ownership of G-20's compliance function mainly across its regulated entities. This is an individual-contributor role requiring strong regulatory expertise, sound judgment, and close collaboration with senior leadership. You will serve as the group's primary compliance reference point, manage regulatory relationships directly, and own the compliance framework across jurisdictions.

This role is available as a full-time role (100%) or alternatively as a part-time role (min. 60%)

Key Responsibilities 

Group-Level Compliance Governance

• Own and maintain the group-wide compliance framework, including AML/CFT policies, conflict-of-interest policies, outsourcing governance, and record-keeping standards
• Serve as a key reference point across all regulated entities - Switzerland, BVI, and Cayman
• Design and execute the annual compliance monitoring and testing plan across entities
• Present at board meetings as required; prepare annual compliance reports for the Board

• Oversee third-party compliance relationships

Switzerland (VQF/FINMA)

• Manage VQF SRO membership obligations, including preparation for and management of annual SRO audits
• Oversee FINMA reporting obligations, including regulatory filings and change notifications
• Maintain the Swiss AML framework: client risk profiling, KYC/CDD documentation, beneficial ownership, PEP/sanctions screening
• Advise on FinSA compliance: client categorisation, documentation, and suitability requirements

BVI (FSC/VASP/SIBA)

• Serve as designated Compliance Officer (CO) and/or MLRO for our BVI entities (VASP and SIBA Approved Manager licence)
• Manage the FSC relationship: regulatory correspondence, supervisory filings, information requests, and inspection readiness
• Maintain and update the AML Policy, Institutional Risk Assessment, and transaction monitoring parameters
• Oversee KYC/KYB for institutional counterparties; ensure FATF Travel Rule compliance for virtual asset transfers

Operational & Strategic Compliance

• Advise on the compliance implications of new products, counterparty relationships, and jurisdictional expansions
• Review material contracts from a compliance and regulatory risk perspective
• Support cybersecurity governance requirements as part of the compliance framework

• Strong academic background in Law, Business, or a related field from a leading university
• 4+ years of compliance experience within regulated financial services - at least partially within a Swiss-regulated environment (VQF, FINMA, or both)
• Directly held a MLRO, CO, or materially equivalent role with documented regulatory responsibility (not solely advisory or consulting capacity)
• Demonstrable hands-on experience with VQF SRO audit processes and/or FINMA supervisory interactions
• Profile compatible with FSC (BVI) or equivalent offshore fit-and-proper standards
• Deep working knowledge of Swiss AML obligations (GwG), FinIA, and FinSA
• Hands-on experience with AML/CFT/CPF frameworks: AML Policy, Institutional Risk Assessment, transaction monitoring, SAR management, and periodic MLRO reporting
• Exceptional written and verbal communication skills in English; German strongly preferred
• High standards, strong attention to detail, and sound professional judgment
• Comfortable operating autonomously in a high-performance, lean-team environment

Preferred / Desirable Experience 

• Prior experience with the BVI FSC, Cayman CIMA, or a comparable offshore regulatory framework
• Background in digital asset compliance, crypto-native market making, or institutional crypto trading
• Experience managing compliance for a multi-entity, multi-jurisdictional group structure
• Familiarity with derivatives compliance in a digital asset or institutional context (futures, options, structured products)
• ACAMS certification (CAMS) or ICA Diploma in AML/Financial Crime Compliance

 

Right to work: This role is based in our Zurich offices. Only candidates who reside in and who possess the pre-existing right to work in Switzerland 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 G20 Group 

G-20 Group is a cross-asset trading firm headquartered in Switzerland, trading delta-one and derivatives markets globally. We combine startup agility with institutional-grade experience in proprietary trading, technology, and quantitative finance.

Role Overview 

We are hiring a Prediction Markets Quant Engineer to build research and trading infrastructure for operating in prediction markets (event contracts) across multiple venues. You will design models that estimate event probabilities, detect mispricing, size positions, and manage risk – then translate them into reliable systems that run end-to-end (data → forecasting → execution → monitoring). 

This role sits at the intersection of quant research, engineering, and market microstructure, and is ideal for someone who enjoys shipping robust systems as much as developing models. 

Responsibilities

Modeling & Research 

• Develop probabilistic models to forecast outcomes of real-world events (e.g., elections, macro releases, sports, policy decisions, industry milestones). 

• Combine heterogeneous signals (time series, text/news, market data, polling/alternative data, fundamentals, expert priors) into calibrated probability estimates. 

• Build pricing and edge frameworks: fair value, uncertainty bands, expected value, and model drift/regime diagnostics. 

• Design evaluation methods (proper scoring rules like log loss/Brier score, calibration curves, back-tests with realistic costs and constraints). 

Trading & Market Design (Applied) 

• Identify and exploit mis-pricings across contracts/venues; design cross-market arbitrage and relative-value strategies where feasible. 

• Build position sizing and risk frameworks (Kelly variants, drawdown/risk budgets, scenario stress tests, liquidity/impact-aware sizing). 

• For multi-outcome markets: enforce probability coherence (no-arb constraints, normalization) and portfolio optimization across correlated contracts. 

Engineering & Production 

• Build data pipelines and real-time services for ingesting, cleaning, and versioning market + external data. 

• Implement execution tooling: order management, smart routing (where applicable), monitoring, and automated safeguards. 

• Create dashboards/alerts for performance, exposure, model health (calibration, drift), and operational integrity. 

• Ensure reproducibility: experiment tracking, model registry, CI/CD, and robust testing. 

Collaboration & Governance 

• Work closely with trading/risk/compliance stakeholders to translate research into controlled deployment. 

• Document models, assumptions, failure modes, and operating procedures; participate in incident reviews and continuous improvement. 

• Degree in Quantitative Finance, Mathematics, Computer Science, Statistics, or a related quantitative field. 
• Strong engineering skills with Python (required); experience with production systems and data engineering. 
• Solid foundation in statistics, probability, and machine learning (calibration, uncertainty, causal pitfalls, time-series). 
• Experience building backtests and evaluating predictive models with appropriate metrics (e.g., log loss/Brier, calibration). 
• Familiarity with trading concepts: expected value, position sizing, risk budgeting, correlation, liquidity constraints. 
• Ability to communicate clearly about model assumptions, limitations, and risk. 
• Some schedule flexibility may be required around major event windows 
• Self-motivated, detail-oriented, and comfortable working in a dynamic, startup-like environment. 

Preferred / Desirable Experience 

• Prior work in forecasting, sports analytics, political modeling, event-driven trading, or market-making/liquidity modeling. 
• Experience with NLP for news/social/media signals; knowledge graphs or information retrieval for event resolution. 
• Knowledge of prediction market mechanics (order books vs AMMs, fee structures, market manipulation/anti-manipulation signals). 
• Proficiency with SQL; experience with streaming systems (Kafka), workflow orchestration (Airflow), and cloud (AWS/GCP/Azure). 
• Experience with Bayesian methods, probabilistic programming (Stan/PyMC), or ensemble methods. 
• Familiarity with rigorous experimentation: online/offline evaluation, data leakage prevention, and model governance. 

Tech Stack 

• Python, SQL, pandas/numpy/scipy, PyTorch/sklearn 

• Airflow/dbt, Kafka (or equivalents), Postgres/BigQuery 

• Docker, Kubernetes (optional), CI/CD (GitHub Actions) 

• Observability: Prometheus/Grafana, OpenTelemetry (or equivalents) 

 

Locations and Right to work: This role can be based out of our Zurich, London, New York or Hong Kong office. Only candidates who possess the pre-existing right to work in one of the locations above without 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 

G-20 Group is a cross-asset trading firm headquartered in Switzerland, trading delta-one and derivatives markets globally. We combine startup agility with institutional-grade 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.
• Willingness to work an adjusted schedule covering the US market (equivalent to 1pm-10pm UK hours) and some weekend coverage as required. 

• 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 or New York offices covering US Hours. 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 

G-20 Group is a cross-asset trading firm headquartered in Switzerland, trading delta-one and derivatives markets globally. We combine startup agility with institutional-grade experience in proprietary trading, technology, and quantitative finance.

Role Overview 

As an experienced Senior 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 senior level role offers a unique opportunity to contribute to the growth and leadership 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 (minimum >7 years). 
• 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. 
• Experience mentoring junior traders and contributing to the development of the trading team.
• 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 is based in 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.