About the role:
In this role you will be at the forefront of creating innovative models and algorithms in the dynamic world of digital currencies. Your role involves providing insights into cryptocurrency market behaviors and developing state-of-the-art automated trading algorithms. You will engage in analyzing market microstructure to enhance existing algorithm performance, design and develop advanced computing architectures, or implement new trading strategies. Your work will significantly contribute to solving complex business problems through quantitative and technological techniques. Specific responsibilities could include: analyzing market data to enhance current trading algorithms; designing complex computer systems architectures; deploying systematic strategies to the markets.
GSR is looking for an experienced front office specialist with strong derivatives knowledge to join our team on a full-time basis.
Responsibilities:
- Creating new and analyzing existing models for derivative pricing
- You will be working to develop data driven solutions for algorithmic trading strategies, (high to low frequency), trading signals, risk models and categorisation of flow, which will be combined in the trading process.
- Develop and implement cutting-edge automated trading algorithms specifically tailored for cryptocurrency markets. Conduct in-depth research and analysis to improve trading strategies and risk management techniques. Through your research, you may discover a new pattern that can transform into trading signals. To assess the strength of the signals, you will run it through our backtesting environment and carefully analyze its performance
- Work on pricing framework, model validation, internal model changes and contribute to regulatory requirements
- Collaborate with a team of experts to create solutions for automated trading in the rapidly evolving crypto market.
- Continuously learn about the latest trends and technologies in cryptocurrency and apply these insights to your work.
Your Profile:
- Prior demonstrable experience in electronic trading, specifically within the realm of Options, either as a trader or researcher.
- Strong background in using numerical methods including Monte-Carlo, Stochastic Calculus for vanilla & exotic derivative valuations.
- Familiarity with all major derivative products past and present in equity, rates, fx or commodity markets. Particularly options.
- Strong work ethic and accountability.
- Understanding of back-testing and out of sample testing methodologies.
- Solid understanding of volatility products and vol surface modeling.
- Strong programming in C++ 17/20 or Rust, Python.
- Excellent analytical, communication and presentation skills.
- PhD or graduate degree educated in a quantitative field (Physics, Maths, Financial Engineering).
