Job DescriptionSystematic Market Making Derivatives Strat | London | Hybrid
My client is a prominent market-making and programmatic trading company established in 2013, operating within the dynamic realm of cryptocurrency trading. With a global presence spanning over 5 countries and a team of over 200 professionals, they provide substantial liquidity to cryptocurrency protocols and exchanges daily. My client has earned a reputation for exceptional service, expertise, and tailored trading capabilities, fostering long-term relationships with cryptocurrency communities and traditional investors.
About the Role:
My client is seeking an experienced front office quantitative strategist with expertise in derivatives to join their team full-time. The role entails contributing to the development of a cutting-edge production analytics code base for their global trading operations.
Responsibilities:
- Develop and analyze models for derivative pricing
- Create data-driven solutions for algorithmic trading strategies, focusing on options
- Conduct quantitative research and strategy development
- Support trading desk with analytics across business lines
- Contribute to pricing framework, model validation, and regulatory compliance
Candidate Profile:
- Proficiency in numerical methods including Monte-Carlo and Stochastic Calculus
- Extensive knowledge of derivative products, especially options
- Strong programming skills in C++ 17/20 or Rust, Python
- Excellent analytical, communication, and presentation skills
- PhD or graduate degree in a quantitative field
- 2-5 years of experience as a quant or systematic researcher
Benefits:
- Competitive salary with bi-annual discretionary bonuses
- Comprehensive benefits package including healthcare, dental, vision, and retirement planning
- 30 days of holiday and free lunches when in the office
- Hybrid working model
- Regular company events and social activities
- Corporate and Social Responsibility program with charity fundraising matching and volunteer days