Key Responsibilities

#### Model Development & Optimization

• Enhance Existing Models: Test, benchmark, and improve current pricing models for plain vanilla perps and options (crypto & equity tokens).


• Build from Scratch: Design and prototype novel mathematical models for new derivative instruments and tokenized structures.


• Test Core Assumptions: Deeply audit, challenge, and empirically test underlying model assumptions against live 24/7 market data.

#### Model Risk & Validation

• Validation & Governance: Perform end-to-end model validation, identifying edge cases, structural limitations, and failure points.


• Risk & Stress Testing: Evaluate model performance, greeks (delta, gamma, vega), and liquidity exposure under extreme market scenarios and tail-risk events.

#### Quantitative Research & Volatility

• Volatility Analytics: Calibrate and maintain raw volatility pricing, implied volatility surfaces, skew/smile dynamics, and funding rate models.


• Research Implementation: Read, critique, and implement cutting-edge technical/academic research papers to solve complex quantitative problems.

Requirements

• Derivatives & Volatility Expertise: Hands-on experience with derivatives pricing (options, perps), raw volatility modeling, and surface calibration.
• Model Validation Background: Strong track record in model risk, backtesting, and stress testing within quantitative finance or trading environments.
• First-Principles Mindset: Ability to deconstruct crypto market mechanics from first principles rather than relying strictly on legacy TradFi assumptions.
• Research Capability: Ability to quickly digest and code complex formulas from technical research papers.
• Technical Skills: Advanced proficiency in Python (NumPy, SciPy, Pandas) or C++ for quantitative prototyping and analysis.
• Education: Master’s or Ph.D. in Financial Engineering, Quantitative Finance, Mathematics, Physics, or a related field.
• Domain Knowledge: Strong understanding of crypto market microstructure, funding rates, and tokenized equity/RWA assets.

Benefits

• Collaborative remote work environment that allows you to have a work life balance.
• Growth framework that drives fast, continuous improvement.
• Opportunity to learn and collaborate with the leadership team.
• Exciting team offsites and employee engagement activities.
• Competitive compensation and exposure to closely with teams.