Quantitative Researcher - Pricing Model

About the role

We are looking for a Quantitative Analyst / Researcher to evaluate, test, and enhance our pricing models for plain vanilla perpetual swaps and options across crypto and equity tokens. You will stress-test model assumptions, evaluate risk under extreme market regimes, and build novel models from scratch.

What you'll do

• Model Development & Optimization
• Build from Scratch: Design and prototype novel mathematical models for new derivative instruments and tokenized structures
• Test Core Assumptions: Deeply audit, challenge, and empirically test underlying model assumptions against live 24/7 market data
• Model Risk & Validation
• Quantitative Research & Volatility

What you need

• Python
• Pandas
• NumPy
• C++
• Prototyping
• Performance testing
• PhD

Good to have

• Capital markets
• Physics