Options Execution Scientist: From Pricing to Live Trading

ALGOQUANT; United States; On-site; USD 150,000 - 230,000; Full time

Job summary

AlgoQuant Asset Management is seeking an Options Execution Researcher to build and optimise systematic execution and pricing models for digital asset derivatives. This role sits at the intersection of quantitative research and live trading, owning the full stack from pricing to live execution logic.

You will work with portfolio managers and engineers to move ideas into production and optimize capital-efficient strategies, with genuine options intuition and a track record of turning theory into

Qualifications

• Strong quantitative foundation in maths, physics, financial engineering, or computer science.
• Deep understanding of options pricing theory and stochastic vol models and their practical limitations.
• Hands-on experience building execution models or systematic options strategies.
• Familiarity with crypto derivatives markets and their differences from TradFi options markets.

Responsibilities

• Build and maintain options pricing and valuation models calibrated to digital asset vol markets.
• Develop execution algorithms for options and structured derivatives: entry/exit timing, hedging logic, and delta management.
• Research volatility dynamics across crypto markets—term structure, skew, realised vs implied, and cross-asset relationships.
• Analyse microstructure on options venues to improve fill quality and reduce execution costs.
• Construct and maintain backtests for options strategies with accurate handling of path dependency, margin, and transaction costs.
• Collaborate with engineers to deploy execution models into live infrastructure.
• Monitor live strategy Greeks and P&L attribution in real time, iterate on models as markets evolve.

Skills

Quantitative background

Options pricing

Python programming

C++ programming

Backtesting

Independent / self-directed

Education

Degree in maths/physics/financial engineering/CS

Tools

Python

C++

Backtesting frameworks

Job description

AlgoQuant Asset Management is seeking an Options Execution Researcher to build and optimise systematic execution and pricing models for digital asset derivatives. This role sits at the intersection of quantitative research and live trading, owning the full stack from pricing to live execution logic.

You will work with portfolio managers and engineers to move ideas into production and optimize capital-efficient strategies, with genuine options intuition and a track record of turning theory into