Options Execution Researcher (Web3)

TL;DR

Options Execution Researcher (Web3): Building and optimizing systematic execution and pricing models for digital asset derivatives with an accent on volatility surfaces, Greeks management, and capital-efficient strategy execution. Focus on developing the full stack from theoretical pricing to live execution logic, collaborating with portfolio managers to deploy models into production.

Location: Hybrid roles based in Dubai (preferred), London, or New York.

Company

hirify.global is a multi-strategy digital asset manager combining trading edge with institutional governance, serving family offices and institutional investors globally.

What you will do

• Build and maintain options pricing and valuation models calibrated to digital asset volatility markets.
• Develop execution algorithms for options and structured derivatives, including hedging logic and delta management.
• Research volatility dynamics across crypto markets, including term structure, skew, and cross-asset relationships.
• Analyze microstructure on options venues to improve fill quality and reduce execution costs.
• Construct and maintain backtests for options strategies with accurate handling of path dependency and margin.
• Monitor live strategy Greeks and P&L attribution in real-time, iterating on models as markets evolve.

Requirements

• Strong quantitative background in mathematics, physics, financial engineering, or computer science.
• Deep understanding of options pricing theory, including Black-Scholes and stochastic volatility models.
• Hands-on experience building execution models or systematic options strategies at a trading firm or hedge fund.
• Familiarity with crypto derivatives markets such as Deribit, OKX, or Bybit.
• Strong proficiency in Python; C++ is a significant plus for latency-sensitive work.
• Rigorous approach to backtesting with experience in handling slippage and model overfitting.

Nice to have

• C++ programming skills for latency-sensitive execution.
• Live, attributable track record in options market making, volatility arbitrage, or systematic derivatives trading.

Culture & Benefits

• Work at the intersection of quantitative research and live trading.
• Collaborative environment working closely with portfolio managers and engineers.
• Opportunity to own the full stack from research to production.
• Institutional platform with strong governance and advanced technology.