Quantitative Analyst / Research – Derivative Pricing – Cryptocurrency Trading – Hong Kong Quantitative Analyst / Research – Derivative  …

Orthogonal Group
in Hong Kong
Permanent, Full time
Last application, 20 Sep 21
To attract the best + Equity
Orthogonal Group
in Hong Kong
Permanent, Full time
Last application, 20 Sep 21
To attract the best + Equity
Posted by:
George Calderbank • Managing Director
Posted by:
George Calderbank
Managing Director
Industry Leading Compensation. High Base + Bonus + Equity (Pre-floatation). This is a truly exceptional opportunity to join a ‘bleeding-edge’ cryptocurrency derivatives firm before its future IPO. Plans are afoot for this firm to hire over 1000 people over the next few years and its commercial success and profitability is staggering and the envy of Investment Banks. Full relocation to Hong Kong will be provided.

One of the world’s leading cryptocurrency derivatives trading firms is continuing to build and broaden its crypto trading capabilities and is keen to hire an exceptional and experienced Derivatives Quant to expand and innovate their trading products.  This is a high-profile role.  You can expect a lot of autonomy and you will be able to use your entrepreneurial mindset to help create and foster new revenue streams/products for the firm.

Responsibilities

  • Building and developing (non-linear) derivative pricing libraries
  • Designing and developing a margining system architecture
  • Creating simulator tools for back testing parameter and methodology changes in (portfolio) margining systems / liquidation algorithm / insurance fund
    Project management of all relevant implementations
  • Developing existing and designing new index methodologies, working alongside internal & external teams

Requirements

  • 7+ years of experience as a derivatives quant
  • Strong background in options and risk management
  • Ability to innovate and refine quantitative processes
  • Strong communication skills; breaking down complex problems into simple concepts
  • Ability to interface between the business and technology teams
  • Crypto futures & options experience a plus
  • Interest in the crypto space is a must

Whilst this mandate is confidential, we invite passive candidates who may well be very happy in their current roles to make contact to arrange an ‘off the record’ introductory call. All conversations are unreservedly secret.

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