Quantitative Analyst, Options Trading

Crypto.com is a leading global cryptocurrency platform committed to accelerating the world's transition to cryptocurrency. We offer a comprehensive suite of products and services, including the Crypto.com App, Exchange, DeFi Wallet, DeFi Earn, Crypto.com Visa Card, NFTs, and more. Our mission is to build the world’s most powerful and accessible cryptocurrency platform, fostering mass adoption of digital assets.

Introduction

Crypto.com is seeking a highly skilled and experienced Quantitative Analyst to join our dynamic Trading Team in Singapore. This front-office role is dedicated to the options trading desk, focusing on enhancing pricing models, risk management, and trading strategies within a fast-paced cryptocurrency environment.

Responsibilities

• Model Implementation & Volatility Fitting: Research and implement advanced stochastic volatility models for precise pricing and risk assessment. Continuously improve volatility surface construction.
• Strategy Backtesting & Development: Collaborate closely with traders to prototype and rigorously backtest new trading strategies, leveraging historical data to identify patterns and market inefficiencies.
• Project Management: Lead quantitative projects from initial Python research and prototyping through to successful productionization, working in concert with C++ developers.
• Tool Development: Design and build critical trading tools, including trade analysis dashboards, scenario simulators, and real-time risk monitoring systems.
• Collaboration: Act as a crucial bridge between trading and development teams, translating complex trader requirements into clear technical specifications and ensuring timely project delivery.
• Post-Trade Analysis: Conduct in-depth P&L and Greek exposure analyses to explain trading performance and propose actionable improvements.

Requirements

• Master’s or PhD in a quantitative discipline (e.g., Mathematics, Physics, Financial Engineering, Computer Science) from a top-tier university.
• Demonstrated quantitative experience, ideally within an options market-making or derivatives proprietary trading environment.
• Proven expertise in options theory and volatility trading.
• Python: Expert proficiency in data analysis, statistical modeling, and rapid prototyping.
• Deep understanding of option pricing models (Black-Scholes, local volatility, stochastic volatility), Greeks, volatility surfaces, and common trading strategies.
• Self-starter with the ability to drive projects independently from inception to completion.
• Exceptional communication skills, capable of bridging the gap between traders and developers.
• Acute attention to detail and a rigorous approach to data validation and analysis.

Nice to Have

• C++: Strong experience with low-latency production code or direct collaboration with C++ developers.
• Familiarity with Git and collaborative coding practices.

Benefits

• Competitive salary (details provided upon inquiry).
• Opportunity to work at the forefront of cryptocurrency trading with a leading global platform.
• Be part of a dynamic and innovative team in a rapidly evolving industry.

About Company

Crypto.com is a leading global cryptocurrency platform committed to accelerating the world's transition to cryptocurrency. We offer a comprehensive suite of products and services, including the Crypto.com App, Exchange, DeFi Wallet, DeFi Earn, Crypto.com Visa Card, NFTs, and more. Our mission is to build the world’s most powerful and accessible cryptocurrency platform, fostering mass adoption of digital assets.

How to Apply

Interested candidates are encouraged to apply via the provided link: https://cryptojobslist.com/jobs/quantitative-analyst-options-singapore-singapore-at-crypto-com#apply

Note: We may utilize artificial intelligence tools to assist our recruitment team in the initial review of applications. These tools provide recommendations and support but do not replace human judgment; final hiring decisions are made by humans.