Senior Quant Strategist (Crypto Options)
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
TL;DR
Senior Quant Strategist (Crypto Options): Designing, backtesting, and deploying systematic options trading strategies for the cryptocurrency market with an accent on volatility pricing and systematic positional strategies. Focus on managing the end-to-end research pipeline, optimizing execution algorithms, and implementing robust risk-control frameworks for Greeks management.
Location: Singapore
Company
is a proprietary trading firm committed to the cryptocurrency industry, trading across CeFi and DeFi markets with high daily volumes.
What you will do
- Research, design, and implement quantitative trading strategies for crypto options, including market making and systematic positional strategies.
- Manage the end-to-end research lifecycle from raw data gathering and feature engineering to model training and backtesting.
- Develop and refine trading algorithms to improve execution efficiency and capture market inefficiencies in volatility pricing.
- Monitor live trading exposures and implement robust risk-control frameworks to manage Greeks (Delta, Gamma, Vega, Theta).
- Conduct post-trade analysis and PnL attribution to identify areas for strategy improvement.
Requirements
- 5+ years of experience in quantitative trading or research, with a strong preference for derivatives or options experience.
- Bachelor’s or Master’s degree (PhD preferred) in Mathematics, Physics, Financial Engineering, or Computer Science.
- High proficiency in Python for data analysis and strategy development.
- Deep understanding of options pricing models (e.g., Black-Scholes), volatility dynamics, and crypto market microstructure.
- Experience with ClickHouse or other databases for handling large-scale tick data.
Nice to have
- Proficiency in C++ for high-frequency trading (HFT) or low-latency infrastructure.
- Demonstrated live trading track record with a strong Sharpe Ratio.
- Experience in high-frequency trading (HFT) environments.
Culture & Benefits
- Competitive remuneration package within a meritocratic culture.
- Fast-paced, result-oriented environment with a flat organizational structure.
- Collaborative and casual working environment.
- Excellent exposure to the digital asset ecosystem and latest market insights.
- Significant career development opportunities.
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