Quantitative Researcher - Option
Asia && Taiwan, Taipei && South East Asia && UAE, Dubai && Eastern Europe && Hong Kong
Full-Time
Mid (3-6 yrs)
Data & Analytics
Posted on January 27, 2025
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
Company: Binance
Operates the world's largest cryptocurrency exchange, offering trading, staking, and blockchain ecosystem services to 270M+ users globally.
5001-10000 employees
Finance & Fintech
HQ: None (Global)
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