Quantitative Researcher - Option
New
B
BinanceCryptocurrency Finance
Taiwan, Taipei; South East Asia; UAE, Dubai; Eastern Europe; Hong Kong; AsiaFull-TimeSenior
Salary not disclosed
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Job Details
- Languages
- English
- Experience
- 4+ years
- Required Skills
- PythonRisk Management
Requirements
- 4+ years of experience in a quantitative researcher/analyst position, with proven experience in options pricing research and modeling
- Hands-on experience with options pricing models (e.g., Black-Scholes, binomial trees, Monte Carlo, stochastic volatility models such as Heston/SABR)
- Master degree or higher in mathematics/statistics or similar relevant area of study
- Proven track record of good academic achievement and learning skills
- Familiar with at least one programming tool for analysis (Python is strongly preferred)
- Fluency in English
Responsibilities
- Responsible for options pricing, risk management, and agency trading strategies — ideation, design, back-testing, and implementation
- Develop and maintain options valuation models, including volatility surface modeling, Greeks calculation, and exotic option pricing frameworks
- Conduct research on implied volatility dynamics, volatility arbitrage, and options market microstructure in both traditional and crypto markets
- Interact directly with the development team to ensure a smooth and agile implementation process into the trading platform
- Participate in all the stages of the development of new products. Including: ideation, modeling, risk management and parameter tuning
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