Quantitative Researcher - Option

Responsibilities

• Responsible for options pricing, risk management, and agency trading strategies - ideation, design, back-testing, and implementation
• Develop and maintain options valuation models, including volatility surface modeling, Greeks calculation, and exotic option pricing frameworks
• Conduct research on implied volatility dynamics, volatility arbitrage, and options market microstructure in both traditional and crypto markets
• Interact directly with the development team to ensure a smooth and agile implementation process into the trading platform
• Participate in all the stages of the development of new products. Including: ideation, modeling, risk management and parameter tuning

Requirements

• 4+ years of experience in a quantitative researcher/analyst position, with proven experience in options pricing research and modeling
• Hands-on experience with options pricing models (e.g., Black-Scholes, binomial trees, Monte Carlo, stochastic volatility models such as Heston/SABR)
• Master degree or higher in mathematics/statistics or similar relevant area of study required
• Proven track record of good academic achievement and great learning skills, love to solve challenging problems and work in a fast-paced environment
• Familiar with at least one programming tool for analysis. Python is strongly preferred
• Experience with hedge/mutual fund, trading house, brokerage or investment banks is advantageous
• Familiar with trading data processing, price prediction etc is advantageous
• Experience with Machine Learning algorithms is advantageous
• Understanding of DEX trading is advantageous
• Fluency in English is required to be able to coordinate with overseas partners and stakeholders. Additional languages would be an advantage