About this Senior Quant Strategist (Options) role at Rock Bund Capital
Who We Are
Our team combines expertise in traditional finance, quantitative research, and advanced engineering with a deep understanding of blockchain technology. This unique blend enables us to excel in trading across complex crypto markets, including both CeFi and DeFi, while providing capital and strategic guidance to projects that drive innovation and foster sustainable growth in the crypto industry.
What You Will Do
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Strategy Development: Research, design, and implement quantitative trading strategies specifically for crypto options, including market making and systematic positional strategies
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Research Pipeline: Manage the end-to-end research lifecycle - from raw data gathering and feature engineering to model training and backtesting
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Algorithmic Optimization: Develop and refine trading algorithms to improve execution efficiency and capture market inefficiencies in volatility pricing
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Risk Management: Monitor live trading exposures and implement robust risk-control frameworks to manage Greeks (Delta, Gamma, Vega, Theta) in volatile markets
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Performance Analysis: Conduct post-trade analysis and PnL attribution to identify areas for strategy improvement
Who You Are
- Experience: 5 years of experience in quantitative trading or research, with a strong preference for derivatives or options experience
- Education: Bachelor’s or Master’s degree (PhD preferred for research-heavy roles) in a quantitative field such as Mathematics, Physics, Financial Engineering, or Computer Science
- High proficiency in Python for data analysis and strategy development
- Proficiency in C++ is highly desirable for high-frequency trading (HFT) or low-latency infrastructure
- Experience with ClickHouse or other databases for handling large-scale tick data
- Market Knowledge: Deep understanding of options pricing models (e.g., Black-Scholes), volatility dynamics, and crypto market microstructure
- Demonstrated live trading track record with a strong Sharpe Ratio
- Experience in high-frequency trading (HFT) environments
Why Join Us
- Competitive remuneration package and a meritocratic culture where accomplishments are rewarded
- Fast paced and result-oriented with a flat structure
- Teams collaborate in a casual working environment
- Excellent exposure to the digital asset ecosystem and the latest market insight
- Great career development opportunities
Disclaimer
We do not accept unsolicited resumes from any professional staffing or search firms. All resumes, or any other information identifying potential candidates, shared with any employee of Rock Bund Capital or its affiliates by any method without a standing signed supplier agreement will be deemed free to contact without restrictions, and no placement fee of any kind will be paid in the event the candidate is hired by Rock Bund Capital or any of its affiliates.
