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

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Experience
1 Year
Salary
0 - 0
Job Type
Job Shift
Job Category
Requires Traveling
No
Career Level
Telecommute
No
Qualification
As mentioned in job details
Total Vacancies
1 Job
Posted on
Mar 8, 2021
Last Date
Jun 8, 2021
Location(s)

Job 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

Job Specification

Crypto.com

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