Options Quantitative Analyst - Front-Office Trading & Models

Crypto.com; Singapore; On-site; SGD 180,000 - 280,000; Full time

Job summary

Crypto.com is seeking a Quantitative Analyst for the front-office options trading desk. You will drive pricing model improvements, risk management, and trading strategies, collaborating with developers to productionize implementations and backtest rigorously.

The role requires advanced degrees in quantitative fields, proven options market-making experience, and strong Python skills, with C++ as a plus for low-latency production work. You will bridge traders and engineers to optimize performance.

Qualifications

• Master’s or PhD in a quantitative field from a top-tier university.
• Proven quant experience, preferably in an options market-making or derivatives prop trading firm.
• Track record working with options theory and volatility trading.
• Python is a must; Expert in data analysis, statistical modeling, and prototyping.
• C++ is a strong plus; Experience with low-latency production code or close collaboration with C++ developers.
• Familiarity with Git and collaborative coding.
• Deep understanding of option pricing models (Black-Scholes, local vol, stochastic vol), Greeks, volatility surfaces, and common trading strategies.
• Self-starter who drives projects independently. Strong communication skills to bridge traders and developers.

Responsibilities

• Model Implementation & Volatility Fitting: Improve volatility surface construction. Research and implement stochastic volatility models for accurate pricing and risk.
• Strategy Backtesting & Development: Partner with traders to prototype and backtest new strategies. Analyze historical data to identify patterns and inefficiencies.
• Project Management: Own quantitative projects end-to-end—from Python research and prototyping to productionization with developers (C++).
• Tool Development: Build trade analysis tools, scenario simulators, and real-time risk dashboards.
• Collaboration: Bridge the gap between traders and developers. Translate trader needs into technical specs and ensure timely delivery.
• Post-Trade Analysis: Perform deep-dive P&L and Greek exposure analysis. Explain performance and suggest improvements.

Skills

Python

C++

Statistical modeling

Data analysis

Low-latency

Git

Education

Masters/PhD in quantitative field

Tools

Git

Linux

Make

Job description

Crypto.com is seeking a Quantitative Analyst for the front-office options trading desk. You will drive pricing model improvements, risk management, and trading strategies, collaborating with developers to productionize implementations and backtest rigorously.

The role requires advanced degrees in quantitative fields, proven options market-making experience, and strong Python skills, with C++ as a plus for low-latency production work. You will bridge traders and engineers to optimize performance.