Quantitative Analyst (Options) at Crypto.com

Crypto.com is a leading cryptocurrency platform dedicated to accelerating the world's transition to cryptocurrency. We offer a comprehensive suite of products including a crypto exchange, DeFi services, and NFT marketplace for over 80 million customers worldwide. Our mission is to build the best crypto products in the world and contribute to the global adoption of digital assets.

Introduction

Crypto.com is seeking a highly skilled Quantitative Analyst to join our Trading Team in Hong Kong. This is a front-office quant role dedicated to the options trading desk, focused on enhancing pricing models, risk management, and trading strategies within a dynamic financial environment.

Responsibilities

• Model Implementation & Volatility Fitting: Improve volatility surface construction. Research and implement stochastic volatility models for accurate pricing and risk management.
• Strategy Backtesting & Development: Partner with traders to prototype and backtest new strategies. Analyze historical data to identify patterns and inefficiencies.
• Project Management: Own quantitative projects end-to-end—from Python research and prototyping to productionization with developers (C++).
• Tool Development: Build trade analysis tools, scenario simulators, and real-time risk dashboards.
• Collaboration: Bridge the gap between traders and developers. Translate trader needs into technical specifications and ensure timely delivery.
• Post-Trade Analysis: Perform deep-dive P&L and Greek exposure analysis, explain performance, and suggest improvements.

Requirements

• Master’s or PhD in a quantitative field (Mathematics, Physics, Financial Engineering, Computer Science) from a top-tier university.
• Proven quantitative experience, preferably in an options market-making or derivatives proprietary trading firm.
• Track record of working with options theory and volatility trading.
• Expertise in Python for data analysis, statistical modeling, and prototyping.
• Strong understanding of option pricing models (Black-Scholes, local volatility, stochastic volatility), Greeks, volatility surfaces, and common trading strategies.
• Familiarity with Git and collaborative coding practices.
• Self-starter who can drive projects independently.
• Strong communication skills to effectively bridge traders and developers.
• Acute attention to detail and a rigorous approach to data validation.

Nice to Have

• Experience with C++ for low-latency production code or close collaboration with C++ developers.

Benefits

• Benefits are not specified in the original job posting.

About Company

Crypto.com is a leading cryptocurrency platform dedicated to accelerating the world's transition to cryptocurrency. We offer a comprehensive suite of products including a crypto exchange, DeFi services, and NFT marketplace for over 80 million customers worldwide. Our mission is to build the best crypto products in the world and contribute to the global adoption of digital assets.

How to Apply

Interested candidates should apply through the provided link: https://cryptojobslist.com/jobs/quantitative-analyst-options-hong-kong-hong-kong-sar-at-crypto-com

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