Contribute to a trading book and generate revenues and manage risk for the respective business
Pricing & Volatility: Implement volatility models and maintain real-time volatility surfaces for crypto assets like Bitcoin and Ethereum. Principal market maker for the various crypto assets.
Risk Management: Monitor and manage the trading book’s risk, ensuring Delta, Gamma, Vega, Theta, and Rho exposures are within strict limits.
Strategy Execution: Develop and refine systematic strategies to identify short-term mispricing and execute market-making operations.
Research & Development: Partner with developers to backtest, prototype, and deploy new options strategies. Develop new products for distribution.
Post-Trade Analysis: Perform deep-dive P&L and Greek exposure analysis to evaluate performance and optimize trading models.
Work in close partnership with control functions such as Legal, Compli...