Quant Analyst / Trader (Option) - Global Fintech Startup
Crypto.com, Hong Kong

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

Job Rewards and Benefits