Quant Analyst / Trader (Option) – Global Fintech Startup

Crypto.com | Cryptocurrency in Every Wallet™

About

Founded in 2016, Crypto.com today serves over 10 million customers with the world’s fastest growing crypto app, along with the Crypto.com Visa Card the world’s largest crypto card program the Crypto.com Exchange and Crypto.com DeFi Wallet. Recently launched, Crypto.com NFT is the premier platform for collecting and trading NFTs, carefully curated from the worlds of art, design, entertainment and sports.

Overview

Central Region, Singapore

Cryptocom

Job Description

Description

About Crypto.com

Crypto.com was founded in 2016 on a simple belief: it’s a basic human right for everyone to control their money, data and identity. With over 2 million users on its platform today, Crypto.com provides a powerful alternative to traditional financial services, turning its vision of “cryptocurrency in every wallet” into reality, one customer at a time. Crypto.com is built on a solid foundation of security, privacy and compliance and is the first cryptocurrency company in the world to have CCSS Level 3, ISO27001:2013 and PCI: DSS 3.2.1, Level 1 compliance. Crypto.com is headquartered in Hong Kong with a 250+ strong team.

For more information, please visit www.crypto.com.

Responsibilities of the role

  • Design and implement implied volatility and vanilla options pricing models.
  • Design option hedging algorithms
  • Build simulator to backtest the option pricing models and hedging algorithms
  • Work with the technology team and build the option price system with the models and various monitoring reports / tools

Requirements

  • 7+ years experience as a Vol Quant or Quant Trader.
  • Strong communication skills, can explain complex problems with simple concepts.
  • Strong programming background (Python, C++ or Java).
  • Strong understanding of option pricing models : Black-Scholes framework, Finite Differences Method, Calculation of 1st and 2nd order Greeks, implied vol surface computation
  • Understand option hedging and trading strategies.
  • Masters or Phd in a Quantitative discipline is a plus.
  • Experience in Crypto Futures / Option experience is a plus

Benefits

  • We offer an attractive compensation package working in a cutting-edge field of Fintech.
  • Huge responsibilities from Day 1. Be the owner of your own learning curve. The possibilities are limitless and depend on you
  • You get to work in a very dynamic environment and be part of an international team
  • You will get to have involvement in developing a brand-new product from scratch alongside with a talented team
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To apply for this job please visit apply.workable.com.

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