Quantitative Researcher

Blue Diamond Asset Management is a hedge fund management company based in Zug, Switzerland and subsidiary in Singapore, that focuses on systematic relative value volatility strategies.

We are seeking a highly skilled Quantitative Researcher.

Key Responsibilities

• Conduct research and develop systematic trading strategies in global volatility markets, with a focus on single-stock options
• Build, maintain, and extend large-scale financial data pipelines to support research and live trading
• Develop, maintain, and enhance option pricing and volatility models, ensuring robustness, accuracy, and performance in production
• Ensure high data quality standards across research and trading workflows
• Validate and assess suitability of models under different market conditions
• Contribute to portfolio optimisation, capital allocation, and margin efficiency
• Support the expansion of trading strategies into new markets

Qualifications & Skills

• Advanced degree (PhD or MSc) in Statistical Physics, Mathematics
• Proven experience in quantitative research within a top-tier hedge fund or market-making environment, with a focus on volatility strategies
• Strong expertise in statistical modellingExperience researching and deploying alpha signals and systematic strategies
• Solid understanding of options, volatility surfaces, and derivatives modelling
• Strong programming skills in Python/R, with experience in data-intensive workflows
• Experience working with large-scale financial datasets and listed options data
• Familiarity with financial data platforms (e.g. Bloomberg, Reuters)
• Demonstrated ability to build production-grade research systems and scale strategies
• Proficiency in English and basic German