The role is with one of the fastest-growing and most profitable digital asset derivatives trading platforms. Backed by renowned investors, the firm offers high-performance trading in Bitcoin, Ethereum, and other altcoins, providing futures, options, and innovative derivatives products with up to 100x leverage. With enterprise-grade security, deep liquidity, and an institutional-grade platform, they serve both retail and institutional clients, accelerating the evolution of the global cryptocurrency financial system.
Responsibilities:
- Test, benchmark, and improve current pricing models for plain vanilla perps and options (crypto & equity tokens).
- Design and prototype novel mathematical models for new derivative instruments and tokenized structures.
- Perform end-to-end model validation, identifying edge cases, structural limitations, and failure points.
- Calibrate and maintain raw volatility pricing, implied volatility surfaces, skew/smile dynamics, and funding rate models.
Qualifications:
- Candidates with a background in Mathematics, preferably from the Indian Statistical Institute.
- Hands-on experience with derivatives pricing (options, perpetuals), raw volatility modelling, and surface calibration.
- 4–8 years of experience; candidates with more experience can also be considered.
- Experience working closely with a trading setup.
- Candidates with a shorter notice period are preferred.
Comp is flexible