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Quantitative Researcher - Option

Binance
Dubai, UAE
Mid · 4+ years experience
Remote
Discovered 2 weeks ago
python
Free

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Responsibilities

  • Responsible for options pricing, risk management, and agency trading strategies — ideation, design, back-testing, and implementation
  • Develop and maintain options valuation models, including volatility surface modeling, Greeks calculation, and exotic option pricing frameworks
  • Conduct research on implied volatility dynamics, volatility arbitrage, and options market microstructure in both traditional and crypto markets
  • Interact directly with the development team to ensure a smooth and agile implementation process into the trading platform
  • Participate in all the stages of the development of new products. Including: ideation, modeling, risk management and parameter tuning

Requirements

  • 4+ years of experience in a quantitative researcher/analyst position, with proven experience in options pricing research and modeling
  • Hands-on experience with options pricing models (e.g., Black-Scholes, binomial trees, Monte Carlo, stochastic volatility models such as Heston/SABR)
  • Master degree or higher in mathematics/statistics or similar relevant area of study required
  • Proven track record of good academic achievement and great learning skills, love to solve challenging problems and work in a fast-paced environment
  • Familiar with at least one programming tool for analysis. Python is strongly preferred
  • Experience with hedge/mutual fund, trading house, brokerage or investment banks is advantageous
  • Familiar with trading data processing, price prediction etc is advantageous
  • Experience with Machine Learning algorithms is advantageous
  • Understanding of DEX trading is advantageous
  • Fluency in English is required to be able to coordinate with overseas partners and stakeholders. Additional languages would be an advantage

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