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 researcher, 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:
- Enhancement of our analytics infrastructure focusing on the development of statistics and econometrics libraries (factor decomposition, time series analysis, nowcasting, forecasting)
- Maintenance of the different components of the investment and risk management system (pricing libraries, simulation framework, process automation, database, market data feed)
- Daily responsibility to report P&L and other Risk Reports including Value-at-Risk (VaR)
- Daily support of the investment and risk teams with ad-hoc requests
- Provide creative input to support the firm in achieving its goals
We are looking for a highly motivated self-starter with at least 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
- Working knowledge of time series analysis, econometrics and machine learning techniques
- 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
As a young alternative investment management company, we offer a dynamic work environment with high growth potential. 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
We are looking forward to your application.
Due to the high volume of applications we are unable to notify unsuccessful applicants.