At LGT Capital Partners, we are committed to putting clients at the heart of everything we do. We seek to be a long-term partner for institutional investors, developing investment solutions that meet clients’ needs through both commingled funds and customized portfolios. As principal investor with stable ownership and a long-term perspective, we take a patient approach in building businesses and investment programs and most importantly, we invest on our own behalf substantially in all our programs, offering clients a strong alignment in the quest of achieving attractive risk-adjusted returns.
The Quantitative Research Analyst is an integral member of our multiple award-winning direct Quantitative Macro Strategies team of LGT Capital Partners in Pfaeffikon/SZ (Switzerland). The team is focussing on delivering largely market neutral and diversifying streams of returns as well as negatively correlated and protective return profiles for a sophisticated, institutional investor base by investing across all asset classes and liquid markets traded globally. Under guidance of the Head of Research, the person is responsible for developing rule-based trading strategies as well as helping translate algorithms into code.
Use rigorous scientific methodology and apply robust statistical analysis techniques to extract deep insights from extensive and varied financial markets data;
Back test and implement trading models and signals in a systematic investing environment, accounting for changing macroeconomic conditions;
Apply cutting-edge machine learning techniques and use unconventional data sources to drive innovation;
Periodically update on research progress and prepare high-quality technical documentation of finalized strategies for submission to approval before releasing them into the trading system;
Take personal ownership for and closely monitor the performance of your strategies in joint and mutual accountability with the portfolio managers and the head of risk management.
Masters or higher degree in Quantitative Finance, Econometrics, Mathematics, Statistics, Physics, Computer Science, or another highly quantitative field;
Strong knowledge of probability theory and applied statistics (e.g. time-series forecasting, machine learning, pattern recognition, signals generation, features engineering);
2-3 years of work experience in a data driven research environment, preferably including using financial data (e.g., Bloomberg) at different time frames (e.g., daily, intraday, tick-by-tick);
Experience with translating mathematical models and algorithms into production-ready code – strong knowledge of Python is a must; any other coding language (e.g., C#, C++, Java) is a plus;
Experience in working with relational and non-relational databases;
Genuine interest in financial markets is required. Prior experience in commodities or foreign exchange markets is a plus;
Ability to abstract, research and think independently, argue open-mindedly and assertively, and above all else value the intense pursuit of excellence;
Ability to manage multiple tasks and thrive in a fast-paced team environment;
Excellent analytical and problem-solving skills, with strong attention to detail;
Fluent verbal and written communication skills in English, other language skills helpful;
Flexible, passionate and proactive team player, who is willing to go the extra mile.
Home Office: after the successful probation period you will meet your colleagues three days in the office and have the option to work two days a week in the home office in Switzerland. Additionally, you get a Home Office allowance;
We have flexible working hours, and you can structure your working hours according to operational requirements;
A diverse culture full of mutual respect, teamwork and appreciation awaits you at LGT Capital Partners – we ‘re all working hard but with us you can really generate an impact;
We empower and invest in you: your professional and personal development is key at our company: therefore, we offer you internal and external trainings aligned with our business needs. If you ‘re interested, you can also intensify your German or English skills;
We ‘re proud to be owned by the Princely family of Liechtenstein and our successful company is greatly inspired by their entrepreneurial attitude;
Commitment to ESG: our thinking is characterized through the Princely Family by a long-term perspective. Sustainability is key - we act accordingly in business and private life since 2002.