Crypto Options Quantitative Researcher

Rex; Paris; On-site; EUR 100,000 - 170,000; Full time

Job summary

Marex is seeking a Quantitative Researcher to join its Algo Derivatives Trading team to expand into systematic crypto options trading. You will own ideas from hypothesis through backtesting and deployment, monitoring live P&L and risk, and scaling successful strategies in production.

You will work with traders and developers in a small team, translating research into practical trading and technology solutions in a fast-paced environment.

Qualifications

• Master's degree in a quantitative field such as mathematics, physics, statistics, computer science or financial engineering. A PhD is a plus.
• Experience in systematic trading, ideally in options (long-term internship or 1–2 years).
• Strong grasp of options theory: pricing models, greeks, implied volatility dynamics and volatility surface construction.
• Solid statistics and analytical skills, with experience in machine learning techniques.

Responsibilities

• Contribute research into crypto options markets, including volatility dynamics and term structure.
• Build and maintain crypto volatility surface models.
• Design and develop a systematic crypto options strategy from hypothesis to production-ready model.
• Collaborate with developers on data pipelines and deployment of models to production.

Skills

Python coding

Statistics

Crypto markets

Collaboration

Education

Master's in quantitative field

PhD a plus

Tools

Git

Linux

CI/CD

Package mgmt

Job description

Marex is seeking a Quantitative Researcher to join its Algo Derivatives Trading team to expand into systematic crypto options trading. You will own ideas from hypothesis through backtesting and deployment, monitoring live P&L and risk, and scaling successful strategies in production.

You will work with traders and developers in a small team, translating research into practical trading and technology solutions in a fast-paced environment.