{"id":3327704,"url":"https://alion.io/job/maplecap-partners-quantitative-strategy-developer-2","title":"Quantitative Strategy Developer","company":{"id":4480416,"name":"MapleCap Partners","domain":"maplecap.com","url":"https://alion.io/company/maplecap-partners","size_band":null,"is_staffing_agency":false,"employer_type":"direct","is_intermediary":false,"listed_via":null,"ats_vendor":"BambooHR","truth_index":null},"role":"Data Science","role_family":"Data Science","seniority":null,"employment_type":"full_time","work_mode":"on_site","remote_scope":null,"remote_scope_basis":null,"remote_working_hours":null,"hiring_geo_confidence":"structured","locations":["Pfäffikon, Switzerland"],"countries":["CH"],"hiring_countries":[],"hiring_countries_total":0,"salary":null,"salary_estimate":{"min_usd":90000,"max_usd":192000,"period":"year","method":"role_country_seniority_unknown","sample_n":13},"experience_years_min":null,"visa_sponsorship":false,"relocation_package":false,"has_equity":false,"technologies":[{"name":"CI/CD","optional":false},{"name":"Linux","optional":false},{"name":"LLM","optional":false},{"name":"Machine Learning","optional":false},{"name":"Python","optional":false},{"name":"RAG","optional":false},{"name":"SQL","optional":false},{"name":"Time Series","optional":false},{"name":"Unix","optional":false}],"status":"live","first_seen_at":"2026-10-02T00:00:00Z","employer_posted_date":"2026-10-02","last_verified_at":"2026-10-31T00:15:26Z","board_verified":true,"closed_at":null,"days_open":29,"trust":{"level":"ok","repost_count":null,"flags":[],"days_open":29},"description":"MapleCap Partners AG is a hedge fund specializing in inflation markets. We are looking for a quantitative developer to join our growing team. Founder and Chief Investment Officer of MapleCap, Kamil Szynkarczuk, is an accomplished portfolio manager and leads the young firm.\nJob Description\nJob Title Quantitative Strategy Developer\nDepartment Quantitative Team (Front Office)\nLocation Pfäffikon SZ, Switzerland\nStart Date January 2027, by arrangement\nDuration Permanent\nWorkload Full-time (100%)\nType On-site (office)\nSalary Competitive\nThis role is highly autonomous and vertically integrated in the front office. You will collaborate with portfolio managers, other quants, and internal IT. You will own the development of a fixed income systematic strategy platform.\nRequired Qualifications\nEducation\nDegree from a renowned university in CS, mathematics, physics, engineering or another quantitative discipline\nAt least 4 years of full-time equivalent studies\nComfortable with probability, statistics, linear algebra, optimization, machine learning\nProgramming\n1+ years of professional experience in python software development\nDemonstrated ability to write clean, tested, production-quality python code\nWorked on a team of researchers and/or developers\nSoftware Engineering\nEvidence of building and shipping production-grade systems\nHas written tests, used version control, built CI/CD pipelines, used profiling, used debugging\nCollaborated with other developers using code review, issue tracking, and version control\nAlgorithms\nAbility to implement algorithms using data structures and numerical methods\nExperience with parallelization of computational workflows\nLLM Systems\nDemonstrated experience in building and deploying RAG or other LLM-based systems\nDevOps\nUsed docker to build and deploy a service or backend using cloud infrastructure\nDatabases\nProficient in writing SQL queries including joins and aggregations\nFinancial Data\nExperience in processing time series and other financial market data comprising of millions of individual records\nProduction Code\nExperience translating research or prototypes into robust production code and testing it\nUnix Tools\nComfortable developing in Linux and using command-line development tools\nFinancial Markets\nBasic knowledge of fixed income markets: Fixed-income instruments, pricing, yield curves, duration, convexity, spreads, and interest-rate risk\nLanguage\nMinimum C1 English proficiency (CEFR)\nEffective in communicating technical topics\nAdvantageous\nA curious mindset, analytical thinking, attention to detail, collaborative\nTop 10% academic performance or recognition on dean's list\nUniversity coursework in finance\nExperience in modelling inflation or other macroeconomic time series\nExamples of what we could test for\nImplementing a specific algorithm as clean python code, including writing tests for it\nDeveloping a solution to an open-ended technical problem\nReasoning through a probabilistic puzzle\nExplaining how a fixed income instrument is priced\nDebugging a code snippet provided to you\nResponsibilities\nTake ownership of the buildout of a new systematic trading strategy frameworkCollaborate with portfolio managers to define and refine requirements\nUse expert software engineering practices and design patterns\nImplement core functional blocks such as PnL calculation and analytics\nPeriodically demonstrate your progress to internal stakeholders\nAutonomously manage your backlog priority queue, and timeline\nDevelop data warehousing requirements for implementation by internal IT\n\nImplement an optimization framework\nBuild user interfaces as requested by internal users\nEmploy software engineering best practices for implementing tests and monitoring/observability\nCover production issues during deployment of the systematic strategy\nSeek discussions with peers about open problems and proactively ask for help when needed\nBenefits\nCompetitive compensation\nDrinks, fruit and snacks in office kitchen\nRapid learning curve within the competitive hedge fund industry\nNetworking opportunities at industry events\nRegular team events\nPlease apply before COB 10th November 2026","description_format":"text","description_chars":4140,"description_truncated":false,"requirements":{"experience_years_min":null,"management_years_min":null,"team_size_min":null,"manages_managers":false,"education":null,"security_clearance":false,"languages":[{"language":"English","level":"Advanced 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