Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology and trading expertise has shaped QRT’s collaborative mindset which enables us to solve the most complex challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors.

Your future role within QRT

• Your core objective is to create high quality predictive signals.
• By leveraging access to large and diversified datasets you will identify statistical patterns and opportunities.
• Share and discuss research results, methodology, data sets and processes with other researchers.
• Implement the signals and the relevant datasets within the global execution platform.
• Monitor signal behaviour and model performance over time.
• You would lead the full strategy research cycle from signal generation to implementation.

Your present skillset

• Advanced degree in a quantitative field such as data science, statistics, mathematics, physics or engineering.
• Strong knowledge in statistics, machine learning, NLP or AI techniques is a plus.
• Capacity to multi-task in a fast paced environment while keeping strong attention to detail.
• Coding skills required in at least one leading programing language (Python, R, Matlab and /or C++, C#).
• Experience in exploring large datasets across multiple time frames is a plus.
• Intellectual curiosity to explore new data sets, solve complex problems, drive innovative processes and connect the dots between multiple fields.
• Capacity to work with autonomy within a collegial and collaborative environment.
• Strong capacity to communicate with technologists, data scientists and traders across the globe.
• Proven track record in delivering successful systematic strategies.

QRT is an equal opportunity employer. We welcome diversity as essential to our success. QRT empowers employees to work openly and respectfully to achieve collective success. In addition to professional achievement, we are offering initiatives and programs to enable employees achieve a healthy work-life balance.

Eligible candidates: Final-year PhD students or postdoctoral researchers

Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology, and trading expertise has shaped our collaborative mindset which enables us to solve the most complex challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors.   

Over the years, QRT has invested in a global research and execution platform which has been deployed to cover all geographies and asset classes. This platform covers a broad spectrum from high to low frequency trading systems. Our culture is centred around technology, automation, and industrialized processes. We operate in multiple languages from C++ to Python and embrace open-source software.  

Your future role within QRT 

You will join a team of quantitative researchers to learn how to design trading algorithms in a real-world data environment – a fast track to become a seasoned quantitative researcher. Surrounded by peers who have successfully transitioned from academia to applied research, you will receive mentorship from experienced professionals who will help you translate your theoretical expertise into real-world impact. The research environment at QRT is designed to be collaborative and intellectually stimulating. 

Within one of QRT's systematic teams - spanning high, mid, and low-frequencies - your core objective will be to develop high-quality predictive signals: 

• Leverage access to vast and diverse datasets to identify hidden statistical patterns and market opportunities. 

• Collaborate with fellow researchers to exchange ideas and refine methodologies. 

• Translate theoretical models into production-ready signals. 

• Lead the full research cycle - from idea generation to implementation. 

Your present skillset 

• Holding or pursuing a PhD (final year) degree in a quantitative field such as statistics, mathematics, physics, biology, computer science, or engineering. 

• A pragmatic attitude towards translating theoretical models into real-world data problems.   

• Proficiency in Python (preferred) or another leading programming language such as R, MATLAB, C++, or C#. 

• Experience working with large datasets across multiple time frames (a plus). 

• Ability to multitask in a fast-paced environment with attention to detail. 

• Intellectual curiosity to explore new data, solve complex problems, and connect ideas across disciplines. 

• Ability to work autonomously, in a collegial and collaborative setting, and with colleagues from diverse backgrounds and areas of expertise. 

• Strong communication skills. 

• Fluency in English (additional languages are a plus). 

Interviewing:   

• Apply online: All applications are reviewed by our Talent Acquisition Team, on a rolling basis. 

• Interviews: Conducted on-site or via Teams, they assess both your technical expertise and alignment with our collaborative culture. 

We invite candidates for the Quantitative Research position to take part in one of our Data Challenges. This task is designed to give you insight into the daily responsibilities of the role and allows us to assess your abilities and interest: Challenge data (ens.fr) 

QRT is an equal opportunity employer. We welcome diversity as essential to our success. QRT empowers employees to work openly and respectfully to achieve collective success. In addition to professional achievement, we are offering initiatives and programs to enable employees achieve a healthy work-life balance 

The Role

We are seeking an experienced Quantitative Trader to join the team at Schonfeld in Zurich. The ideal candidate will blend rigorous macroeconomic insight with hands-on quantitative trading experience across credit, rates, and related derivatives. You will develop and maintain systematic models, collaborate closely with Portfolio Managers on trade ideas and risk, and leverage your network of sell-side economists and strategists to stay ahead of market trends.

What You’ll Do 

• Design, code, and maintain systematic and semi-systematic trading models spanning corporate bonds, credit ETFs, CDS indices, equity / vol cross-asset overlays and curve-relative value strategies.
• Build data pipelines, back-testing frameworks, and real-time risk / P&L dashboards in Python / C++ for fixed-income and multi-asset products.
• Conduct deep-dive macro research—integrating fundamentals, flow data, and machine-learning techniques—to generate high-conviction trade ideas.
• Produce concise macroeconomic briefs for Portfolio Managers, distilling complex drivers such as global rates cycles, credit spread dynamics, liquidity, and volatility regimes.
• Partner with Technology and Risk to refine execution algos, hedging rules, and portfolio-trading workflows.

What You’ll Bring

• 10+ years’ experience in macroeconomic research, credit volatility trading, and cross-asset systematic strategy design.
• Experience working at global top-tier multi-manager hedge fund and leading sell-side algo / ETF desks.
• Proven track record building and calibrating complex economic / financial models—mean-reversion, momentum, convexity, liquidity, and relative-value frameworks.
• Advanced programming skills: Python, C++, SQL; working knowledge of R / MATLAB and VBA-Excel.
• Work experience in credit indices (CDX / iTraxx), bond / ETF micro-structure, and derivatives greeks / risk.
• Strong written and verbal communication skills—able to translate quantitative outputs into clear investment theses.
• Master’s in Finance from a top-tier university and a Bachelor’s degree in a STEM discipline.
• Passed CFA Level I examination.

Who We Are  
Schonfeld Strategic Advisors is a global multi-strategy, multi-manager investment platform that harnesses the transformative power of people to perform in all market environments. Our dynamic culture inspires better outcomes for our team, our investors, and our partners. We aim to consistently deliver risk-adjusted returns, with people driving performance.

We specialize in four core strategies: Quantitative Trading, Fundamental Equity, Tactical Trading, and Discretionary Macro & Fixed Income. We capitalize on inefficiencies and opportunities within the markets, drawing from a significant investment in proprietary technology, infrastructure, and risk analytics.

We invest through internal portfolio managers and external partner funds, pursuing alignment among investors, investment professionals, and the firm. Our footprint spans 9 countries and 19 offices.

Our Culture
Talent is our strategy. We believe our success is because of our people, so putting our talent above all else is our top priority. We are teamwork-oriented, collaborative, and encourage ideas—at all levels—to be shared. As an organization committed to investing in our people, we provide learning & educational offerings and opportunities to make an impact.

We foster a sense of belonging among all our employees. Our employees value diversity across identity, thought, people and perspective which serves as the foundation of our culture. As a firm, we are committed to creating a hiring process that is fair, welcoming and supportive.

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