Quantitative Strategy Developer
- Unternehmen
- MapleCap Partners AG
- Ort
- Pfäffikon SZ
- Ausgabedatum
- 09.10.2026
- Referenznummer
- 295726
Beschreibung
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.
Job Description
Job Title Quantitative Strategy Developer
Department Quantitative Team (Front Office)
Location Pfäffikon SZ, Switzerland
Start Date January 2027, by arrangement
Duration Permanent
Workload Full-time (100%)
Type On-site (office)
Salary Competitive
This 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.
Required Qualifications
Education
Degree from a renowned university in CS, mathematics, physics, engineering or another quantitative discipline
At least 4 years of full-time equivalent studies
Comfortable with probability, statistics, linear algebra, optimization, machine learning
Programming
1+ years of professional experience in python software development
Demonstrated ability to write clean, tested, production-quality python code
Worked on a team of researchers and/or developers
Software Engineering
Evidence of building and shipping production-grade systems
Has written tests, used version control, built CI/CD pipelines, used profiling, used debugging
Collaborated with other developers using code review, issue tracking, and version control
Algorithms
Ability to implement algorithms using data structures and numerical methods
Experience with parallelization of computational workflows
LLM Systems
Demonstrated experience in building and deploying RAG or other LLM-based systems
DevOps
Used docker to build and deploy a service or backend using cloud infrastructure
Databases
Proficient in writing SQL queries including joins and aggregations
Financial Data
Experience in processing time series and other financial market data comprising of millions of individual records
Production Code
Experience translating research or prototypes into robust production code and testing it
Unix Tools
Comfortable developing in Linux and using command-line development tools
Financial Markets
Basic knowledge of fixed income markets: Fixed-income instruments, pricing, yield curves, duration, convexity, spreads, and interest-rate risk
Language
Minimum C1 English proficiency (CEFR)
Effective in communicating technical topics
Advantageous
A curious mindset, analytical thinking, attention to detail, collaborative
Top 10% academic performance or recognition on dean's list
University coursework in finance
Experience in modelling inflation or other macroeconomic time series
Examples of what we could test for
Implementing a specific algorithm as clean python code, including writing tests for it
Developing a solution to an open-ended technical problem
Reasoning through a probabilistic puzzle
Explaining how a fixed income instrument is priced
Debugging a code snippet provided to you
Responsibilities
Take ownership of the buildout of a new systematic trading strategy framework
Collaborate with portfolio managers to define and refine requirements
Use expert software engineering practices and design patterns
Implement core functional blocks such as PnL calculation and analytics
Periodically demonstrate your progress to internal stakeholders
Autonomously manage your backlog priority queue, and timeline
Develop data warehousing requirements for implementation by internal IT
Implement an optimization framework
Build user interfaces as requested by internal users
Employ software engineering best practices for implementing tests and monitoring/observability
Cover production issues during deployment of the systematic strategy
Seek discussions with peers about open problems and proactively ask for help when needed
Benefits
Competitive compensation
Drinks, fruit and snacks in office kitchen
Rapid learning curve within the competitive hedge fund industry
Networking opportunities at industry events
Regular team events
Job Description
Job Title Quantitative Strategy Developer
Department Quantitative Team (Front Office)
Location Pfäffikon SZ, Switzerland
Start Date January 2027, by arrangement
Duration Permanent
Workload Full-time (100%)
Type On-site (office)
Salary Competitive
This 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.
Required Qualifications
Education
Degree from a renowned university in CS, mathematics, physics, engineering or another quantitative discipline
At least 4 years of full-time equivalent studies
Comfortable with probability, statistics, linear algebra, optimization, machine learning
Programming
1+ years of professional experience in python software development
Demonstrated ability to write clean, tested, production-quality python code
Worked on a team of researchers and/or developers
Software Engineering
Evidence of building and shipping production-grade systems
Has written tests, used version control, built CI/CD pipelines, used profiling, used debugging
Collaborated with other developers using code review, issue tracking, and version control
Algorithms
Ability to implement algorithms using data structures and numerical methods
Experience with parallelization of computational workflows
LLM Systems
Demonstrated experience in building and deploying RAG or other LLM-based systems
DevOps
Used docker to build and deploy a service or backend using cloud infrastructure
Databases
Proficient in writing SQL queries including joins and aggregations
Financial Data
Experience in processing time series and other financial market data comprising of millions of individual records
Production Code
Experience translating research or prototypes into robust production code and testing it
Unix Tools
Comfortable developing in Linux and using command-line development tools
Financial Markets
Basic knowledge of fixed income markets: Fixed-income instruments, pricing, yield curves, duration, convexity, spreads, and interest-rate risk
Language
Minimum C1 English proficiency (CEFR)
Effective in communicating technical topics
Advantageous
A curious mindset, analytical thinking, attention to detail, collaborative
Top 10% academic performance or recognition on dean's list
University coursework in finance
Experience in modelling inflation or other macroeconomic time series
Examples of what we could test for
Implementing a specific algorithm as clean python code, including writing tests for it
Developing a solution to an open-ended technical problem
Reasoning through a probabilistic puzzle
Explaining how a fixed income instrument is priced
Debugging a code snippet provided to you
Responsibilities
Take ownership of the buildout of a new systematic trading strategy framework
Collaborate with portfolio managers to define and refine requirements
Use expert software engineering practices and design patterns
Implement core functional blocks such as PnL calculation and analytics
Periodically demonstrate your progress to internal stakeholders
Autonomously manage your backlog priority queue, and timeline
Develop data warehousing requirements for implementation by internal IT
Implement an optimization framework
Build user interfaces as requested by internal users
Employ software engineering best practices for implementing tests and monitoring/observability
Cover production issues during deployment of the systematic strategy
Seek discussions with peers about open problems and proactively ask for help when needed
Benefits
Competitive compensation
Drinks, fruit and snacks in office kitchen
Rapid learning curve within the competitive hedge fund industry
Networking opportunities at industry events
Regular team events