Options Execution Researcher — Crypto Derivatives & Trading

Algoquant LTD; Dubai; On-site; AED 441,000 - 881,000; Full time

Job summary

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

This role requires genuine options intuition, with hands-on experience in volatility surfaces, the Greeks under pressure, and turning derivatives theory into capital-efficient trading

Qualifications

• Experience building execution models or systematic options strategies.
• Strong knowledge of options pricing theory and volatility models.
• Backtesting experience with path dependency and slippage awareness.

Responsibilities

• Build and maintain options pricing models for digital asset vol markets.
• Develop execution algorithms for options and derivatives, including delta management.
• Research crypto volatility dynamics: term structure, skew, realized vs implied.
• Analyze options venue microstructure to improve fills and reduce costs.
• Backtest options strategies with path dependency, margin, and costs.
• Collaborate with engineers to deploy models into live infrastructure.
• Monitor live Greeks and P&L attribution in real time.

Skills

Quantitative background

Python

C++

Options pricing theory

Backtesting

Volatility models

Live trading systems

Tools

Deribit

OKX

Bybit

Job description

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

This role requires genuine options intuition, with hands-on experience in volatility surfaces, the Greeks under pressure, and turning derivatives theory into capital-efficient trading