Quantitative Researcher | Systematic Equity Strategies

Swissblock is a private investment firm dedicated to cross-asset investing. We employ a systematic framework that integrates robust algorithmic trading with exhaustive market analysis. We manage a diverse range of multi-strategy portfolios across all major asset classes through dedicated teams, including purely systematic groups.

Joining the Systematic Equities Group, you will contribute to the full research lifecycle of proprietary signals. You will focus specifically on quantitative signal generation, collaborating with fellow quantitative researchers to expand and refine our suite of signals.

We are seeking a Quantitative Researcher with a background in equity signal research and systematic strategies. The successful candidate will possess intimate knowledge of the alpha generation process and a proven track record of implementing rigorous research methodologies.

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  Alpha Generation: Support the signal research team in the development, backtesting, and modeling of novel equity alpha signals.

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  Process Refinement: Maintain a high standard of precision in data cleaning and model validation to ensure the integrity of the signal lifecycle.

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  Systems Architecture: Design, build, and maintain the proprietary tools and systems underpinning the quantitative signal research pipeline.

• Domain Expertise: 1-2 years of professional experience in equity quantitative research, specifically focused on signal research for systematic strategies.

• Meticulous Execution: Attention to detail and a highly process-oriented approach to research. You are someone who naturally double-checks assumptions and ensures accuracy from data ingestion to final signal validation.

• Analytical Rigor: Problem-solving abilities and the capacity to translate complex mathematical concepts into tradable strategies, with pragmatic and real trading mindset.

• Technical Proficiency: Programming skills (e.g., Python) with a sound understanding of data structures, standard statistics, and data algorithms. Familiarity with solvers and optimization techniques is a plus.

• Academic Excellence: A Masters or PhD from a top-tier institution in a quantitative field (Applied Mathematics, Physics, Engineering, or Quantitative Finance).

• Character: Strong work ethic, and a collaborative mindset.

• Communication: clear and concise verbal and written communication skills in English.

• Switzerland (role can be based anywhere in Switzerland).