Cryptocurrency Options Trader (remote working)

Our client is one of the biggest crypto exchange platform and currently is hiring an Options Trader.

Location: Remote (Europe-based highly preferred)

Core Responsibilities

• Quantitative Strategy Development: Responsible for researching, designing, backtesting, and deploying high-frequency trading strategies for cryptocurrency options, including but not limited to options market making, volatility arbitrage, calendar spread, and cross-market arbitrage.
• Automated Trading System Management: Monitor and optimize high-frequency marketmaking algorithms to ensure stable and low-latency operation in extremely volatile market conditions. Work closely with the development team to continuously refine pricing and execution logic.
• Risk Management and Portfolio Analysis: Monitor and manage options positions in real-time, with precise measurement and control of risk exposures. Conduct attribution analysis on daily trading strategies and algorithm performance, calculate sources of profit and loss (P&L), and evaluate the effectiveness of strategies.
• Cross-Team Collaboration: Collaborate closely with IT engineers, risk teams, and other team members to translate business requirements into executable code, ensuring trading activities comply with exchange rules and regulatory requirements.

Qualifications

• Educational Background: Hold a master's or doctoral degree from a top-tier university, with a focus on highly quantitative disciplines such as mathematics, physics, financial engineering, computer science, or statistics.
• Work Experience: At least 3 years of professional trading experience, with a background in options trading at a proprietary trading firm, hedge fund, or market-making institution.
• Professional Skills: ◦ Deep Knowledge of Derivatives: Profound understanding of options pricing models (e.g., Black-Scholes), volatility surfaces, and options Greeks risk metrics. ◦
• Excellent Programming Skills: Must be proficient in one or more programming languages, especially Python and C++.
• Quantitative Analysis Skills: Strong knowledge of statistics and machine learning, capable of handling complex datasets and applying methods such as stochastic calculus and Monte Carlo simulations for modeling. •
• Personal Attributes: Ability to remain calm and efficient under extreme pressure and rapidly changing market conditions; possess an entrepreneurial mindset, actively seeking profitable opportunities and continuously learning.
• Language: Native in Chinese is highly preferred.