Keyrock
Quantitative Researcher(m/w/x)
Full-timeRemoteExperienced
Zug
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GSGSR
Systematic Options Researcher / Trader (Market Making)(m/w/x)
Zug
Full-timeWith Home OfficeExperienced
Data Science
Nejo AI Summary
Developing and calibrating volatility and skew models for options strategies in crypto capital markets. Experience with real-time trading systems and volatility modeling needed. 30 days holiday.
Requirements
- Strong programming skills in Python, C/C++, or Rust
- Experience with real-time trading systems
- Strong foundation in probability, statistics, stochastic processes
- Experience with volatility modelling and options pricing
- Ability to work with large datasets and build scalable research pipelines
- Strong understanding of Black–Scholes, advanced pricing frameworks, volatility surfaces, skew dynamics, Greeks, risk management, market microstructure
- Highly preferred prior experience in systematic trading or market making
Tasks
- Develop and improve systematic options market-making strategies
- Design and calibrate volatility models
- Design and calibrate skew models
- Design and calibrate surface construction frameworks
- Research and implement pricing models for vanilla options strategies
- Research and implement pricing models for multi-leg options strategies
- Optimize quoting logic under microstructure constraints
- Design and evaluate delta hedging frameworks
- Design and evaluate gamma hedging frameworks
- Design and evaluate vega hedging frameworks
- Build robust backtesting tools for options strategies
- Build robust simulation environments for options strategies
- Analyze trading performance
- Identify opportunities for improvement
- Collaborate with developers to deploy research into production
- Monitor live strategies
- Iterate quickly based on market behavior
Work Experience
- approx. 1 - 4 years
Education
- Bachelor's degreeOR
- Master's degree
Languages
- English – Business Fluent
Tools & Technologies
- Python
- C/C++
- Rust
Benefits
Healthcare & Fitness
- Healthcare
- Dental
Ergonomic Workplace
- Vision
Retirement Plans
- Retirement planning
More Vacation Days
- 30 days holiday
Free or Subsidized Food
- Free office lunches
- Team lunches
Team Events
- Regular Town Halls
- Offsites
- Social events
Social Impact
- Charity matching
Purpose-Driven Work
- Volunteer days
Find the original job posting in its most current version here. Nejo automatically captured this job from the website of GSR and processed the information on Nejo with the help of AI for you. Despite careful analysis, some information may be incomplete or inaccurate. Please always verify all details in the original posting! Content and copyrights of the original posting belong to the advertising company.
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GSGSR
Systematic Options Researcher / Trader (Market Making)(m/w/x)
Zug
Full-timeWith Home OfficeExperienced
Data Science
Nejo AI Summary
Developing and calibrating volatility and skew models for options strategies in crypto capital markets. Experience with real-time trading systems and volatility modeling needed. 30 days holiday.
Requirements
- Strong programming skills in Python, C/C++, or Rust
- Experience with real-time trading systems
- Strong foundation in probability, statistics, stochastic processes
- Experience with volatility modelling and options pricing
- Ability to work with large datasets and build scalable research pipelines
- Strong understanding of Black–Scholes, advanced pricing frameworks, volatility surfaces, skew dynamics, Greeks, risk management, market microstructure
- Highly preferred prior experience in systematic trading or market making
Tasks
- Develop and improve systematic options market-making strategies
- Design and calibrate volatility models
- Design and calibrate skew models
- Design and calibrate surface construction frameworks
- Research and implement pricing models for vanilla options strategies
- Research and implement pricing models for multi-leg options strategies
- Optimize quoting logic under microstructure constraints
- Design and evaluate delta hedging frameworks
- Design and evaluate gamma hedging frameworks
- Design and evaluate vega hedging frameworks
- Build robust backtesting tools for options strategies
- Build robust simulation environments for options strategies
- Analyze trading performance
- Identify opportunities for improvement
- Collaborate with developers to deploy research into production
- Monitor live strategies
- Iterate quickly based on market behavior
Work Experience
- approx. 1 - 4 years
Education
- Bachelor's degreeOR
- Master's degree
Languages
- English – Business Fluent
Tools & Technologies
- Python
- C/C++
- Rust
Benefits
Healthcare & Fitness
- Healthcare
- Dental
Ergonomic Workplace
- Vision
Retirement Plans
- Retirement planning
More Vacation Days
- 30 days holiday
Free or Subsidized Food
- Free office lunches
- Team lunches
Team Events
- Regular Town Halls
- Offsites
- Social events
Social Impact
- Charity matching
Purpose-Driven Work
- Volunteer days
Find the original job posting in its most current version here. Nejo automatically captured this job from the website of GSR and processed the information on Nejo with the help of AI for you. Despite careful analysis, some information may be incomplete or inaccurate. Please always verify all details in the original posting! Content and copyrights of the original posting belong to the advertising company.
About the Company
GSR
Industry
FinancialServices
Description
The company is a leading market-making and programmatic trading company in the cryptocurrency trading sector.
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