Posted on 2021-11-26

Derivatives Quant Analyst




  • Building and developing (non-linear) derivative pricing libraries
  • Designing and developing a margining system architecture that incorporates both portfolio margining as well as a pre-defined initial / maintenance margin
  • Creating simulator tools for backtesting parameter and methodology changes in (portfolio) margining systems / liquidation algorithm / insurance fund
  • Project management of all relevant implementations
  • Developing existing and designing new index methodologies, working alongside internal & external teams
  • Documenting all proposed production changes
  • Assisting Financial Products team members with product launches & adjustments


  • 5+ years of experience as a derivatives quant
  • Strong background in options and risk management
  • Ability to innovate and refine quantitative processes
  • Strong communication skills; breaking down complex problems into simple concepts
  • Ability to interface between the business and technology teams
  • Experience managing projects across multiple departments
  • Crypto futures & options experience a plus
  • Interest in the crypto space is a must

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