Quantitative Analyst

GZC Investment Management is a multi-strategy investment management firm founded in March 2008 in Zug, Switzerland. We manage global macro and commodities portfolios for qualified investors with the goal of generating absolute returns through a combination of directional and relative-value/arbitrage strategies.

Your role (full time / permanent)
As a quantitative analyst, you will be responsible for supporting the investment and risk teams in the further development of our proprietary risk management system and analytics infrastructure, covering a broad range of financial instruments and asset classes. Your particular responsibilities and tasks include:

  • Improvement and extension of the different components of the investment and risk management system (pricing libraries, simulation framework, process automation, database, market data feed)
  • Enhancement of our analytics infrastructure focusing on the development of statistics and econometrics libraries (factor decomposition, time series analysis, forecasting)
  • Daily support of the investment team and CRO with ad-hoc requests
  • Provide creative input to support the firm in achieving its goals

Your profile
We are looking for a quant analyst with a few years of relevant experience, passion for systems and interest in financial instruments and markets. You should have:

  • A university degree in a quantitative subject, preferably quantitative finance/ financial engineering
  • Work experience in a front-office environment with focus on derivatives pricing/market risk
  • Proficiency in at least one OO-programming language (Java, C++, C#), scripting languages a plus
  • Basic knowledge/understanding of statistics, time series analysis and econometrics
  • Experience working with relational databases and T-SQL a plus
  • Strong analytical and problem solving abilities
  • Good communication and collaboration skills
  • Entrepreneurial spirit and commitment

Our offer
As a young alternative investment management company, we offer a dynamic work environment with high growth potential and an expanding product range. We can offer you:

  • Highly interesting and challenging position with an expanding set of responsibilities
  • Attractive base salary and performance-linked compensation
  • Opportunity to become a stakeholder in an alternative investment management business with high growth potential
  • State-of-the-art professional infrastructure that allows you to focus on your core competencies
  • Attractive work environment with a good work/life balance

Contact Details
We are looking forward to your online application at hr@gzcim.com
Due to the high volume of applications we are unable to notify unsuccessful applicants.

  • Competitive
  • Zug, Switzerland
  • Permanent, Full time
  • GZC Investment Management
  • 22 Dec 17