Quantitative Strategist
About the Role
You will deliver a fast, reliable production analytics code base and develop quantitative, options-focused trading strategies. You will research and implement algorithmic and automated trading algorithms for cryptocurrency markets, build and evaluate libraries and models, perform back-testing and analyze performance to inform trading decisions, and create and validate derivative pricing models.
Requirements
- Strong background in numerical methods including Monte Carlo and Stochastic Calculus for vanilla and exotic derivative valuations
- Familiarity with major derivative products across equity, rates, FX, or commodity markets, particularly options
- Solid understanding of volatility products and vol surface modeling
- Understanding of back-testing and out-of-sample testing methodologies
- Strong programming skills in C++17/20, Rust, and Python
- Excellent analytical, communication, and presentation skills
- PhD or graduate degree in a quantitative field such as Physics, Mathematics, or Financial Engineering
- Minimum 2 years of experience as a quant or systematic researcher in electronic trading (equity/FX/futures)
- Strong work ethic and accountability
Responsibilities
- Develop data-driven solutions for algorithmic trading strategies
- Conduct quantitative research and develop new trading strategies, predominantly options-focused
- Build libraries, implement strategies, and analyze performance data to guide trading decisions
- Develop and implement automated trading algorithms tailored for cryptocurrency markets
- Conduct in-depth research and analysis to improve trading strategies and risk management
- Create and analyze models for derivative pricing
Benefits
- Healthcare
- Dental
- Vision
- Retirement planning
- 30 days holiday
- Free lunches when in the office
- Hybrid working pattern across offices (London, US, Singapore, Zug, Malaga)
- Regular town halls, offsites, team lunches, and social events
- Corporate social responsibility initiatives including charity matching and volunteer days
- Immigration and relocation support