Quantitative Researcher – Pricing Models

About Us

A fast-growing digital asset derivatives trading firm operating in a high-performance trading environment across crypto derivatives.

The Role

We are looking to onboard a Quantitative Researcher – Pricing Models to work closely with the senior trading leadership team. The role offers the opportunity to work directly with the trading team, with no hierarchy and significant ownership over quantitative research and model development.

Prior crypto experience is not required — we are particularly interested in strong derivatives and volatility quants who have a genuine interest in crypto markets. This is a particularly interesting opportunity for a derivatives quant looking to move beyond traditional banking models and apply their expertise to a rapidly evolving asset class.

Responsibilities

• Research, develop, test, and enhance pricing models for perpetuals and vanilla options
• Develop and prototype new mathematical models for derivatives and tokenized structures
• Calibrate and maintain volatility surfaces, skew/smile dynamics, and funding-rate models
• Perform model validation, benchmarking, backtesting, and stress testing across extreme market regimes
• Analyse Greeks, P&L, liquidity exposure, and model behaviour under normal and tail-risk scenarios
• Read, critique, and implement quantitative research papers and complex mathematical methodologies
• Work closely with trading and technology teams to translate research into production-grade quantitative models

Requirements

• 4+ years of experience in derivatives pricing, quantitative research, model development, model validation, or a closely related quantitative role
• Strong experience with derivatives pricing and volatility modelling
• Experience with areas such as SABR, Local Vol, Stochastic Vol, Heston, Hull-White, volatility surfaces, Monte Carlo, PDEs, or numerical methods
• Strong understanding of options, Greeks, calibration, and model risk
• Strong Python or C++ skills for quantitative prototyping and analysis
• Ability to quickly understand and implement complex mathematical concepts from technical research papers
• Crypto experience is not required, but a strong interest in digital assets and crypto markets is important

What We Offer

• Fully remote working environment
• Directly work with the Head of Trading with no hierarchy
• Opportunity to work on 24/7 markets and emerging derivatives products
• Significant ownership over pricing models and quantitative research
• Fast-paced environment with the opportunity to make an immediate impact
• Competitive compensation and strong long-term growth potential