Quantitative Researcher – Crypto Options

About the role

We are seeking a Quantitative Researcher to join our Algo Derivatives Trading team and help launch systematic crypto options trading. You will own the full research‑to‑production cycle, from hypothesis generation and back‑testing to live deployment, monitoring P&L and risk.

Key responsibilities

• Research crypto options markets, focusing on volatility dynamics, term structure and skew.
• Build and maintain crypto volatility surface models.
• Design and develop a systematic crypto options strategy from concept to production‑ready model.
• Collaborate with developers on market data pipelines and execution infrastructure, deploying models to production.

Required profile

• Master’s degree in a quantitative field (Mathematics, Physics, Statistics, Computer Science, Financial Engineering); PhD a plus.
• 1‑2 years experience in systematic trading, preferably with options.
• Strong understanding of options theory, pricing models, Greeks and volatility surface construction.
• Solid statistical and analytical skills, with experience applying machine‑learning techniques.

Required skills

• Python programming in a professional environment (git, Linux, package management, CI/CD).
• Statistical analysis and machine‑learning libraries.
• Options pricing and volatility modeling.