Quant Researcher

This is a fully remote position, open to applicants in United States.

📋 Description

• Create, execute, and validate pricing models for derivatives related to both new and existing products across a variety of asset classes (such as equities, commodities, futures, perpetuals, and options).

• Oversee and assess real-time and historical portfolio risk, encompassing exposure, leverage, margin utilization, concentration, and liquidation factors.

• Develop optimal automated liquidation strategies and algorithms to manage market risk alongside market impact during periods of extreme volatility.

• Conduct scenario analysis and stress testing under a wide array of market conditions.

• Contribute risk insights during product onboarding, listing evaluations, and regular assessments of risk parameters including haircuts, margin levels, liquidation thresholds, index pricing, funding rates, and position limits.

• Examine market microstructure within multi-asset derivative markets, routinely reviewing and adjusting risk models to align with changing market dynamics.

• Assist in the creation and upkeep of internal risk dashboards and analytical tools.

⛳️ Requirements

• A minimum of 5 years of relevant experience in quantitative research, risk management, trading, or a similar domain.

• A Master's or PhD in a quantitative field (such as mathematics, physics, statistics, engineering, computer science, financial engineering, or quantitative finance).

• Expertise in Python and SQL or noSQL data structures, data models, and database management techniques.

• Comprehensive understanding of derivatives pricing theory spanning both traditional and digital asset classes.

• Profound knowledge of Order Book Dynamics (L1-L3 data) and Cross/Portfolio-Margining methodologies (for example, offsetting spot against futures).

• Extensive knowledge of equities, commodity products, macro assets, and current trends in these areas; well-versed in futures, perpetuals, and other derivatives.

• Direct trading experience (either personal or professional) is highly desirable, accompanied by a strong understanding of margin concepts and liquidation processes.

🏝️ Benefits

• Competitive salary

• Attractive annual leave benefits, including birthday and work anniversary days off

• 401(k) plan with employer contribution

• Eligibility for company-sponsored group health, dental, vision, and life/disability insurance

• Flexible work arrangements, including flexi-work hours and hybrid or remote setups

• Opportunities for career advancement through our internal mobility program, which offers employees a broad range of options.