Crypto Options Quant: Research to Production Trading

Marex; Paris; Hybrid; EUR 90,000 - 140,000; Full time

Job summary

Marex Group plc is expanding its Algo Derivatives Trading team in Paris, seeking a Quantitative Researcher to build systematic crypto options strategies from hypothesis to production. You will own ideas, backtest rigorously, and deploy models to live trading with real-time P&L monitoring.

You will combine research with trading, collaborating with traders and developers on data pipelines, risk controls and execution infrastructure to bring crypto derivatives to market.

Qualifications

• Master's degree in a quantitative field such as mathematics, physics, statistics, computer science or financial engineering.
• A previous experience (long term internship or 1-2 year) in systematic trading, ideally in options.
• Strong grasp of options theory: pricing models, greeks, implied volatility dynamics and volatility surface construction.
• Solid statistics and analytical skills, supported by an experience with machine learning techniques.
• Strong Python coding experience in a professional environment (git, Linux, package management, CI/CD).
• Strong interest in crypto derivatives markets. Experience in the area is a plus but not essential.

Responsibilities

• Contribute research into crypto options markets, including their volatility dynamics, term structure and skew, and how they differ from the traditional derivatives markets we trade today.
• Build and maintain crypto volatility surface models.
• Design and develop a systematic crypto options strategy from the ground up, from first hypothesis to a production-ready model.
• Work with developers on market data pipelines and execution infrastructure for the new asset class, and deploy models to production.

Skills

Options pricing

Python

Statistics

Machine Learning

Quantitative research

Crypto markets

Education

Master's degree in quantitative field

PhD considered a plus

Tools

Git

Linux

CI/CD

Package management

Job description

Marex Group plc is expanding its Algo Derivatives Trading team in Paris, seeking a Quantitative Researcher to build systematic crypto options strategies from hypothesis to production. You will own ideas, backtest rigorously, and deploy models to live trading with real-time P&L monitoring.

You will combine research with trading, collaborating with traders and developers on data pipelines, risk controls and execution infrastructure to bring crypto derivatives to market.