The opportunity
Binance is a leading global blockchain ecosystem behind the world’s largest cryptocurrency exchange by trading volume and registered users. We are trusted by 300+ million people in 100+ countries for our industry-leading security, user fund transparency, trading engine speed,…
What you'll do
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
What they're looking for
- + 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
