Front Office Options Quant: Pricing & Strategy Tools

Crypto; Hong Kong; On-site; HKD 600,000 - 800,000; Full time

Job summary

Crypto is seeking a Quantitative Analyst to join their Trading Team in Hong Kong. The successful candidate will focus on enhancing pricing models and trading strategies, acting as the quantitative backbone for traders.

The role involves implementing stochastic volatility models, backtesting strategies, and developing tools for trade analysis. A Master’s or PhD in a quantitative field is required, along with solid experience in options and Python.

Qualifications

• Master’s or PhD in a quantitative field (Mathematics, Physics, Financial Engineering, Computer Science) from a top-tier university.
• Proven quant experience, preferably in options market-making or derivatives prop trading.
• Strong communication skills to bridge traders and developers.

Responsibilities

• Improve volatility surface construction and implement stochastic volatility models.
• Partner with traders to prototype and backtest new strategies using historical data.
• Own quantitative projects end-to-end from Python research to production with developers.

Skills

Data analysis

Statistical modeling

Python

C++

Option pricing models

Education

Master’s or PhD in a quantitative field

Tools

Git

Job description

Crypto is seeking a Quantitative Analyst to join their Trading Team in Hong Kong. The successful candidate will focus on enhancing pricing models and trading strategies, acting as the quantitative backbone for traders.

The role involves implementing stochastic volatility models, backtesting strategies, and developing tools for trade analysis. A Master’s or PhD in a quantitative field is required, along with solid experience in options and Python.