Systematic Options Trader

Ai Search; Ticino; Sur place; CHF 250 000 - 420 000; Plein temps

Avantages offerts par ce poste

Relocation support

Desk P&L bonus eligibility

Résumé du poste

Ai Search is building a new crypto options trading desk and seeks a second trader to join with experience in high-frequency options market making or volatility trading. You will work with an experienced trader to operate a proprietary model, manage risk, and calibrate strategies using Python for research and C++ for production trading.

Relocation support is available, with Switzerland preferred and Cyprus/Singapore possible.

Qualifications

• Two+ years in high-frequency options market making or volatility trading.
• Quantitative degree with practical options pricing and hedging knowledge.

Responsabilités

• Operate and calibrate a proprietary options model and set risk limits.
• Backtest and implement model improvements using Python for research and C++ for production trading.

Connaissances

Python

C++

Options pricing

HFT trading

Formation

Quantitative degree

Outils

Production code reading

Description du poste

AI Search is working exclusively with an opportunity to be the second person on a new crypto options desk. The firm has spent years proving its edge in delta one and is one of the most profitable HFT firms in Crypto.

This is the second hire on a new crypto options desk. The role will help build a greenfield trading business alongside an experienced options trader, using infrastructure proven in delta one. The desk has low-latency execution, direct connectivity to major venues and fast access to years of full-depth historical market data.

The role spans live trading, research and development. Responsibilities include operating and calibrating a proprietary options model, setting risk limits, managing residual positions and assessing how market flow, volatility and news should inform trading decisions. The trader will investigate model behaviour from first principles and implement improvements using Python for research and tooling and C++ for the production trading stack. The role requires sound judgment where backtesting and hedging have practical limits.

Candidates should have at least two years of experience in high-frequency options market making or volatility trading in any asset class. One year is considered with a strong track record. A quantitative degree, practical knowledge of options pricing and hedging, strong Python skills and the ability to read production C++ are expected. Compensation includes a bonus tied to desk P&L. The role offers direct access to the founders and scope to take on more responsibility as the desk grows. Switzerland is preferred, with Cyprus and Singapore also possible. Relocation support is available.