Options Execution Researcher

✓ Verified Job

Canonical indexed version, validated from employer's careers page.

Source: Company careers pageValidated by: Fursa AI

Last checked: 5 hours agoStatus: Live

Job Summary

We are hiring an Options Execution Researcher to build and optimise systematic execution and pricing models for digital asset derivatives. You’ll own the full stack from theoretical pricing to live execution logic, collaborating with portfolio managers and engineers to move research into production and turning derivatives theory into capital-efficient, executable strategies.

Location: Dubai, London, New York

Workplace: Remote

Employment Type: Full time

Job Function: Research & Scientific (R&D)

Key Responsibilities

•Build and maintain options pricing and valuation models calibrated to digital asset vol markets
•Develop execution algorithms for options and structured derivatives: entry/exit timing, hedging logic, and delta management
•Research volatility dynamics across crypto markets — term structure, skew, realised vs implied, and cross-asset relationships
•Analyse microstructure on options venues to improve fill quality and reduce execution costs
•Collaborate with engineers to deploy execution models into live infrastructure

Key Requirements

•Strong quantitative background in maths, physics, financial engineering, or computer science
•Deep understanding of options pricing theory — Black-Scholes, stochastic vol models (Heston, SABR, local vol) and their practical limitations
•Hands-on experience building execution models or systematic options strategies at a trading firm, hedge fund, or structured products desk
•Familiarity with crypto derivatives markets (Deribit, OKX, Bybit) and their differences from TradFi options markets
•Strong Python; C++ a significant plus for latency-sensitive execution work

Experience:CryptocurrencyQuantitative tradingAsset management

Education:Bachelor's

Skills:Problem-solvingCommunicationCollaboration

Languages:English

Tech Stack:PythonC++Black-ScholesHestonSABRLocal volDeribitOKXBybit

Company Brief

Algo Quant

Provides algorithmic trading and quantitative research tools for digital asset markets, offering automated strategies, backtesting, and execution infrastructure for institutional and professional traders.

Industry: Trading Platforms

Website

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Algo Quant

1 month ago

Options Execution Researcher

✓ Verified Job

Canonical indexed version, validated from employer's careers page.

Source: Company careers pageValidated by: Fursa AI

Last checked: 5 hours agoStatus: Live

Job Summary

Location: Dubai, London, New York

Workplace: Remote

Employment Type: Full time

Job Function: Research & Scientific (R&D)

Key Responsibilities

•Build and maintain options pricing and valuation models calibrated to digital asset vol markets
•Develop execution algorithms for options and structured derivatives: entry/exit timing, hedging logic, and delta management
•Research volatility dynamics across crypto markets — term structure, skew, realised vs implied, and cross-asset relationships
•Analyse microstructure on options venues to improve fill quality and reduce execution costs
•Collaborate with engineers to deploy execution models into live infrastructure

Key Requirements

•Strong quantitative background in maths, physics, financial engineering, or computer science
•Deep understanding of options pricing theory — Black-Scholes, stochastic vol models (Heston, SABR, local vol) and their practical limitations
•Hands-on experience building execution models or systematic options strategies at a trading firm, hedge fund, or structured products desk
•Familiarity with crypto derivatives markets (Deribit, OKX, Bybit) and their differences from TradFi options markets
•Strong Python; C++ a significant plus for latency-sensitive execution work

Experience:CryptocurrencyQuantitative tradingAsset management

Education:Bachelor's

Skills:Problem-solvingCommunicationCollaboration

Languages:English

Tech Stack:PythonC++Black-ScholesHestonSABRLocal volDeribitOKXBybit

Company Brief

Algo Quant

Industry: Trading Platforms

Website