Crypto Options Quant Trader — Market-Making Expert

Selby Jennings; New York (NY); On-site; USD 150,000 - 300,000; Full time

Job summary

Selby Jennings seeks a highly skilled Quant Trader to join its Crypto Options Market Making team in New York. You will own the full research and trading lifecycle, from alpha generation and signal development through portfolio construction, execution optimization, and live trading.

The ideal candidate combines strong quantitative research with hands‑on trading experience and a deep understanding of options market microstructure.

Qualifications

• Advanced degree in Mathematics, Statistics, Physics, Computer Science, Engineering, or a related quantitative discipline.
• Demonstrated experience developing and trading systematic strategies in crypto, options, futures, equities, or other liquid markets.
• Strong understanding of options theory, volatility surfaces, Greeks, and derivatives risk management.
• Proficiency in Python and experience with C++, Java, Rust, or other performance‑oriented languages is preferred.
• Experience working with large datasets and conducting rigorous statistical analysis.
• Strong knowledge of market microstructure and electronic trading environments.
• Ability to independently research, develop, test, and deploy quantitative trading ideas.
• Familiarity with cryptocurrency exchanges, derivatives venues, and digital asset market structure.
• Proven track record of generating alpha or improving trading performance through systematic research.

Responsibilities

• Develop, test, and deploy systematic trading signals across cryptocurrency options markets.
• Conduct end‑to‑end quantitative research, including data acquisition, feature engineering, predictive modeling, and signal validation.
• Design and implement market making and volatility trading strategies across listed and OTC crypto options products.
• Build pricing, volatility forecasting, and risk management models for options portfolios.
• Optimize execution algorithms to improve fill quality, inventory management, and transaction cost efficiency.
• Analyze market microstructure, order book dynamics, and participant behavior to identify trading opportunities.
• Monitor live trading performance and continuously refine strategies based on production feedback.
• Collaborate with developers and infrastructure teams to ensure robust deployment and scalability of research into production systems.
• Own the full strategy lifecycle, from idea generation and research through implementation, execution, and P&L attribution.
• Develop tools and analytics for performance monitoring, risk management, and strategy diagnostics.

Skills

Quant research

Python

Data analysis

Market microstructure

Statistical modeling

Education

Advanced degree in Mathematics/Statistics/Physics/CS/Engineering

Tools

Python

C++

Java

Rust

Job description

Selby Jennings seeks a highly skilled Quant Trader to join its Crypto Options Market Making team in New York. You will own the full research and trading lifecycle, from alpha generation and signal development through portfolio construction, execution optimization, and live trading.

The ideal candidate combines strong quantitative research with hands‑on trading experience and a deep understanding of options market microstructure.