Job description: Build and maintain data pipelines for processing and executing low-latency trades in spot, futures, and options markets. Optimize trading strategies with efficient order placement and alpha signals to minimize slippage. Develop tools for performance analysis and risk management with portfolio and risk teams. Evaluate strategies through post-trade analysis and recommend improvements. Test and refine trading engines with internal data to ensure stability. Support OTC and market-making desks with liquidity assessments. Conduct code reviews and ensure best practices in development. Document systems and processes for internal use. Collaborate with researchers and developers to integrate research into live trading. About the customer: Swisslinx is seeking a Quantitative Research Engineer for a leading digital asset trading firm. In this role, you'll develop and implement algorithmic trading strategies for crypto markets while building the infrastructure to support large-scale quantitative research. Requirements: Strong background in quantitative finance, computer science, mathematics, or related field. Proficient in Python; Rust or C# knowledge is a plus. Experience with scalable systems and data pipelines is a plus. Strong skills in statistical modelling, derivatives pricing, or volatility analysis. Exposure to algorithmic trading and options markets is beneficial. Strong team player with the ability to turn research into technical solutions. Passion for cryptocurrency markets and quantitative finance. Fluency in English required. Must be a Swiss permit holder or eligible to work in Switzerland.