Options Execution Quant — Research to Production

ALGOQUANT; United Arab Emirates; On-site; AED 350,000 - 650,000; Full time

Job summary

AlgoQuant Asset Management in Dubai (preferred) is hiring an Options Execution Researcher to build and optimize systematic execution and pricing models for digital asset derivatives. This role covers the full stack from theoretical pricing to live execution logic, collaborating with portfolio managers and engineers to move from research into production.

This position requires genuine options intuition: you think in vol surfaces, understand the Greeks under pressure, and have a track record of

Qualifications

• Strong quantitative background in maths, physics, financial engineering, or computer science.
• Deep understanding of options pricing theory (Black-Scholes, stochastic vol models) and their limitations.
• Hands-on experience building execution models or systematic options strategies.
• Familiarity with crypto derivatives markets (Deribit, OKX, Bybit) and their differences from TradFi.
• Strong Python; C++ a significant plus for latency-sensitive execution work.
• Rigorous backtesting of options strategies and awareness of path dependency and slippage.
• Self-directed with ownership and ability to move research to production without hand-holding.
• For senior candidates: a live, attributable track record in options market making, vol arb, or systematic derivatives trading.

Responsibilities

• Build and maintain options pricing and valuation models calibrated to digital asset vol markets.
• Develop execution algorithms for options and structured derivatives: entry/exit timing, hedging logic, and delta management.
• Research volatility dynamics across crypto markets — term structure, skew, realised vs implied, and cross-asset relationships.
• Analyse 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, margin, and transaction costs.
• Collaborate with engineers to deploy execution models into live infrastructure.
• Monitor live strategy Greeks and P&L attribution in real time, iterate on models as markets evolve.

Skills

Quantitative background

Options pricing theory

Execution models

Crypto derivatives

Python

C++

Backtesting

Track record /ownership

Job description

AlgoQuant Asset Management in Dubai (preferred) is hiring an Options Execution Researcher to build and optimize systematic execution and pricing models for digital asset derivatives. This role covers the full stack from theoretical pricing to live execution logic, collaborating with portfolio managers and engineers to move from research into production.

This position requires genuine options intuition: you think in vol surfaces, understand the Greeks under pressure, and have a track record of