Options Execution Researcher: Crypto Derivatives

ALGOQUANT; Dubai; On-site; GBP 120,000 - 200,000; Full time

Job summary

AlgoQuant Asset Management is seeking an Options Execution Researcher to build and optimise systematic execution and pricing models for digital asset derivatives. You will own the full stack from theoretical pricing to live execution logic, collaborating with portfolio managers and engineers to move from research into production.

You will work with genuine options intuition, thinking in vol surfaces and Greeks under pressure, translating derivatives theory into capital-efficient strategy.

Qualifications

• Strong quantitative background in maths, physics, financial engineering, or computer science.
• Deep understanding of options pricing theory - Black-Scholes, stochastic vol models, and practical limitations.
• Hands-on experience building execution models or systematic options strategies at a trading firm, hedge fund, or structured products desk.
• Familiarity with crypto derivatives markets and their differences from TradFi options markets.
• Strong Python; C++ a significant plus for latency-sensitive execution work.
• Rigorous backtesting of options strategies, handling path dependency, vol model overfitting, and slippage estimation.
• Self-directed with ownership to drive research from idea to production.

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

Backtesting

Market making

Research to production

Self-directed

Senior track record

Tools

Python

C++

Job description

AlgoQuant Asset Management is seeking an Options Execution Researcher to build and optimise systematic execution and pricing models for digital asset derivatives. You will own the full stack from theoretical pricing to live execution logic, collaborating with portfolio managers and engineers to move from research into production.

You will work with genuine options intuition, thinking in vol surfaces and Greeks under pressure, translating derivatives theory into capital-efficient strategy.