Crypto Quant Trader - Market Making & Pricing (Onsite)

RAVEN; Milano; Sur place; EUR 120 000 - 180 000; Plein temps

Résumé du poste

Raven in Milan or Sofia is seeking a highly skilled quantitative trader to join our crypto market-making team. You will price and trade options, digitals, and short-dated derivatives with real capital, and optimize quotes as markets move.

You will own quoting, hedging across perpetuals and spot, and run backtests on full-depth historical data, calibrate event probabilities, and manage tail risk. The role requires strong stats, understanding of microstructure, and fluent English.

Qualifications

• Prices and trades options, digitals, or short-dated derivatives with real money behind quotes.
• Derivatives depth, including volatility surfaces, digital and barrier payoffs.
• Microstructure judgment: queue position, latency budgets, and correct price decisions.
• Strong applied statistics and probability; defend a number you publish.
• Backtest hygiene; beware look-ahead and unrealistic fills; trust replay results.
• Fluent English in professional contexts.
• Prediction-market and on-chain settlement mechanics are a plus.
• No degree required; experience matters.

Responsabilités

• Pricing digitals and barriers and managing skew, term structure, and jump risk.
• Quoting and market making with fast reprice, re-quote, and cancel logic.
• Hedging Delta into perpetuals and spot; manage funding and basis risks.
• Assess event probabilities on the unhedgeable half of the book with priors.
• Research using full-depth historical data and latency-aware backtests.
• Monitor risk across strikes, expiries, and venues; manage tail risk.

Connaissances

Crypto options pricing

Derivative trading

Quantitative analysis

Backtesting

Statistical methods

Market microstructure

Latency budgeting

Fluent English

Outils

Backtesting framework

Latency optimization tools

Description du poste

Raven in Milan or Sofia is seeking a highly skilled quantitative trader to join our crypto market-making team. You will price and trade options, digitals, and short-dated derivatives with real capital, and optimize quotes as markets move.

You will own quoting, hedging across perpetuals and spot, and run backtests on full-depth historical data, calibrate event probabilities, and manage tail risk. The role requires strong stats, understanding of microstructure, and fluent English.