Quantitative Researcher / Crypto Options Analyst
Quantitative Researcher / Crypto Options Analyst
Responsibilities
Research and model crypto options markets, volatility surfaces, and term structures
Develop and maintain pricing, risk, and hedging models for crypto options
Analyze implied and realized volatility, skew, kurtosis, and market microstructure
Design and test quantitative trading and hedging strategies
Produce research reports and present findings to senior stakeholders
Continuously improve models, analytics pipelines, and research frameworks
Required:
Strong background in options theory, volatility modeling, and risk management
Experience working with crypto derivatives or transferable experience from traditional markets
Strong quantitative skills in mathematics, statistics, and probability
Proficiency in Python and experience with numerical and data analysis libraries
Ability to work with large, noisy, high-frequency datasets
Strong analytical thinking and problem-solving skills
Familiarity with exchange APIs and real-time market data feeds
Experience with C++, Rust, or other performance-oriented languages
Advanced degree in Mathematics, Physics, Engineering, or a related field
Experience in hedge funds, proprietary trading firms, or market makers
Compensation and Benefits
Base salary $220,000 - $300,000+, depending on experience
Performance-based bonuses tied to strategy performance
Opportunity for profit sharing or incentive-based compensation
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