Quantitative Researcher - Option (Web3)

TL;DR

Quantitative Researcher - Option (Web3): Developing and implementing options pricing and risk management strategies for a global cryptocurrency exchange with an accent on volatility surface modeling and Greeks calculation. Focus on designing valuation models, conducting volatility arbitrage research, and integrating strategies into the trading platform.

Location: Remote (Asia)

Company

Binance is a leading global blockchain ecosystem and the world's largest cryptocurrency exchange by trading volume and registered users.

What you will do

• Design, back-test, and implement options pricing, risk management, and agency trading strategies.
• Develop and maintain valuation models, including volatility surface modeling and exotic option pricing frameworks.
• Conduct research on implied volatility dynamics, volatility arbitrage, and options market microstructure.
• Collaborate with the development team to ensure agile implementation of strategies into the trading platform.
• Participate in all stages of new product development, including ideation, modeling, and parameter tuning.

Requirements

• 4+ years of experience as a quantitative researcher or analyst with proven expertise in options pricing research.
• Hands-on experience with models such as Black-Scholes, binomial trees, Monte Carlo, and stochastic volatility models (Heston/SABR).
• Master's degree or higher in Mathematics, Statistics, or a similar quantitative field.
• Proficiency in Python for data analysis.
• English: Fluency required for coordination with overseas partners and stakeholders.
• Location: Must be based in Asia.

Nice to have

• Experience with hedge funds, mutual funds, trading houses, or investment banks.
• Knowledge of trading data processing and price prediction.
• Experience with Machine Learning algorithms.
• Understanding of Decentralized Exchange (DEX) trading.

Culture & Benefits

• Opportunity to shape the future of the world's leading blockchain ecosystem.
• Collaborative environment with world-class talent and a flat organizational structure.
• Autonomous work on innovative, fast-paced projects.
• Competitive salary and corporate benefits.
• Work-from-home arrangement.