Quantitative Developer

  • Competitive
  • Zug, Switzerland
  • Permanent, Full time
  • GZC Investment Management
  • 01 Sep 17

GZC Investment Management is a multi-strategy investment management company founded in March 2008, with offices in Zug, Switzerland and London, United Kingdom. GZC manages 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 quant developer, you will be responsible for supporting the investment team (CIO-Office) and Chief Risk Officer (CRO) 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, extension, maintenance and daily operation 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.
  • 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 developer//analyst with a few years of relevant experience, passion for software systems and interest in financial instruments and markets. You should have:

  • A degree (at least BSc) in Computer Science, complemented with professional experience in derivatives or a Quantitative Finance Degree
  • Proficiency in at least one OO-programming language (Java, C++, C#) with a good understanding of software design patterns
  • Experience working with relational databases and T-SQL
  • Basic knowledge/understanding of statistics, time series analysis and econometrics
  • Strong analytical and problem solving abilities
  • Good communication and collaboration skills
  • Entrepreneurial spirit and commitment
  • Self-motivated to constantly learn and improve

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
Patrick Camenisch (COO/CRO), +41 41 711 8445
We are looking forward to your online application at hr@gzcim.com