Financial Markets Specialist
5 days ago
About the Role:
We are looking for a skilled Financial Markets Specialist to join our team. In this role, you will be responsible for developing and implementing option pricing models, market-making strategies, and optimizing these strategies in actual crypto trading.
Responsibilities:
- Develop advanced option pricing models, including the Black-Scholes model, stochastic volatility models, and non-parametric volatility surface models.
- Design and implement option market-making strategies, determining the optimal bid-ask spread and developing efficient order placement algorithms.
- Use statistical and machine learning techniques to identify market trends and optimize trading strategies.
- Identify and assess various risks associated with option trading, including market risk, credit risk, and operational risk.
- Work closely with the trading and technology teams to ensure the smooth implementation of trading strategies.
Requirements:
- Master's degree or above in Finance, Mathematics, Statistics, Physics, or a related field. A Ph.D. is preferred.
- At least 3-5 years of experience in option trading, with a focus on option pricing and market-making strategies. Proven track record of successful trading strategies in a professional trading environment. Experience with crypto options is highly preferred.
- Familiarity with C++, proficiency in Python, and the ability to quickly learn and iterate on option pricing models and data analysis models. Knowledge of crypto exchanges such as Deribit and OKX options.
- Excellent quantitative analysis and problem-solving abilities with attention to detail. Ability to think critically and creatively to develop innovative trading strategies and solutions.
- Good written and verbal communication skills in both English and Chinese. Ability to work effectively in a team environment and collaborate with colleagues from diverse backgrounds and disciplines.
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