Options Quantitative Analyst: Front-Office Pricing & Strategy

Crypto.com; Hong Kong; On-site; HKD 700,000 - 1,200,000; Full time

Job summary

A leading cryptocurrency platform in Hong Kong is looking for a Quantitative Analyst to join their Trading Team. This front-office role involves enhancing pricing models, risk management, and trading strategies. Successful candidates should have a Master’s or PhD in a quantitative field, solid experience in options trading, and strong Python skills. Responsibilities include model implementation, strategy development, and tool creation to support traders and developers.

Qualifications

• Master’s or PhD from a top-tier university.
• Proven quant experience in options market-making or derivatives prop trading.
• Deep understanding of option pricing models and volatility trading.

Responsibilities

• Improve volatility surface construction and research stochastic volatility models.
• Prototype and backtest new strategies with traders.
• Own quantitative projects end-to-end from research to productionization.
• Build trade analysis tools and real-time risk dashboards.
• Translate trader needs into technical specifications and ensure timely delivery.
• Perform deep-dive P&L and Greek exposure analysis.

Skills

Python

Data analysis

Statistical modeling

Collaboration

C++

Education

Master’s or PhD in a quantitative field

Tools

Git

Job description

A leading cryptocurrency platform in Hong Kong is looking for a Quantitative Analyst to join their Trading Team. This front-office role involves enhancing pricing models, risk management, and trading strategies. Successful candidates should have a Master’s or PhD in a quantitative field, solid experience in options trading, and strong Python skills. Responsibilities include model implementation, strategy development, and tool creation to support traders and developers.