Options Market Making Quant Developer

Confidentiel; Hong Kong; Remote; HKD 1,100,000 - 1,900,000; Full time

Job summary

Confidentiel is a Hong Kong-based, remote-first digital asset platform seeking a seasoned Options Market Making Quant Developer. You will research, develop and maintain market-making and hedging strategies, translating models into practical quoting and risk controls while collaborating closely with traders and engineers.

In this role you will refine pricing, quoting, and hedging under live market conditions, aiming to enhance strategy robustness and trading results across global markets.

Qualifications

• Experience with live options market making and hedging.
• Ability to translate ideas into production trading logic.
• Solid understanding of quoting, inventory, Greeks and risk.
• Able to work with traders and engineers on production improvements.

Responsibilities

• Research, develop and maintain options market-making and hedging strategies for live trading.
• Develop and improve options pricing models and translate outputs into quotes and hedging decisions.
• Build analytical, monitoring and risk tools to understand positions and market conditions.
• Analyze live strategy performance and improve pricing, execution and hedging robustness.
• Collaborate with traders and engineering to implement desk requirements and observations.

Skills

Options market making

C++

Rust

Options pricing

Collaboration with traders and eng

Job description

Options Market Making Quant Developer | Remote

Chinese is an acceptable working language

About the company

We are one of the world's earliest and most established digital asset platforms, serving tens of millions of users across global markets. Consistently ranked among the top exchanges worldwide, we support a comprehensive suite of trading and wealth management products across thousands of digital assets. With thousands of employees spanning key financial hubs globally, we operate with a remote-first, high-autonomy culture that attracts talent who thrive in fast-moving, intellectually demanding environments. We are building the financial infrastructure of the next era of the internet.

Why This Role

Options market making requires more than a pricing model or a fast execution system in isolation. Pricing, quoting, hedging, risk and engineering decisions have to work together under live market conditions. You will work directly with traders and engineers to research, build and evolve options market-making capabilities. Over your first 12 months, you will bring new strategies into live trading, improve pricing and hedging quality, and build analytical and risk tools that help the desk make faster and better decisions.

What You'll Do

• Research, develop and maintain options market-making and hedging strategies, taking ideas from analysis and simulation through live trading.
• Develop and improve options pricing models and translate model outputs into practical quoting, position management and hedging decisions.
• Build analytical, monitoring and risk tools that help traders understand positions, exposures, strategy behavior and market conditions.
• Analyze live strategy performance, identify weaknesses in pricing, execution or hedging, and continuously improve strategy robustness and trading results.
• Work closely with traders and engineering teams to turn desk requirements and market observations into production-ready strategy and system improvements.

What You'll Bring

• You have developed or traded options market-making strategies in live markets and understand how quoting, inventory, Greeks, volatility and hedging interact in practice.
• You have strong engineering ability and can independently turn strategy ideas into production trading logic using C++, Rust or another systems-oriented language.
• You understand options pricing and risk well enough to diagnose why a strategy behaves differently across volatility regimes, liquidity conditions and portfolio exposures.
• You can work directly with traders and engineers, moving from market observations and strategy hypotheses to implementation, validation and live iteration.

Bonus

• You have worked at an established traditional options market maker, proprietary trading firm or crypto options market-making desk.
• You have built or deeply contributed to production options market-making systems, including quoting, hedging, pricing or risk components.
• You bring deeper quantitative training in derivatives pricing, volatility modeling, optimization or related areas.