A front-office Quantitative Analyst focused on options trading, enhancing pricing models, risk management, and tool development while collaborating with traders and developers.
The Team
We are seeking a Quantitative Analyst to join our Trading Team. The team is responsible for market making and proprietary trading across options, structured products, and delta one products.
The Role
Front-office quant role dedicated to the options trading desk. Drive quantitative projects to enhance pricing models, risk management, trading strategies, and booking/settlement workflows. Act as the quantitative backbone for traders, ensuring accurate volatility fitting and robust backtesting, while providing technical guidance to developers.
Job Responsibilities
- Model Implementation & Volatility Fitting: Improve volatility surface construction. Research and implement stochastic volatility models for accurate pricing and risk.
- Strategy Backtesting & Development: Partner with traders to prototype and backtest new strategies. Analyze historical data to identify patterns and inefficiencies.
- Project Management: Own quantitative projects end-to-end—from Python research and prototyping to productionization with developers (C++).
- Tool Development: Build trade analysis tools, scenario simulators, and real-time risk dashboards.
- Collaboration: Bridge the gap between traders and developers. Translate trader needs into technical specs and ensure timely delivery.
- Post-Trade Analysis: Perform deep-dive P&L and Greek exposure analysis. Explain performance and suggest improvements.
Job Requirements
- Master’s or PhD in a quantitative field (Mathematics, Physics, Financial Engineering, Computer Science) from a top-tier university.
- Proven quant experience, preferably in an options market-making or derivatives prop trading firm.
- Track record working with options theory and volatility trading.
- Python is a must; Expert in data analysis, statistical modeling, and prototyping.
- C++ is a strong plus; Experience with low-latency production code or close collaboration with C++ developers.
- Familiarity with Git and collaborative coding.
- Deep understanding of option pricing models (Black-Scholes, local vol, stochastic vol), Greeks, volatility surfaces, and common trading strategies.
- Self-starter who drives projects independently. Strong communication skills to bridge traders and developers. Acute attention to detail and rigorous approach to data validation.
Crypto.com Singapore, Singapore, SGP Office
Singapore, Singapore
Similar Jobs
Fintech • Financial Services
The role involves leading quantitative modeling and analysis for trading strategies, managing risks, and collaborating across teams to optimize trading decisions and client solutions within investment banking.
Top Skills:
C#C++PythonVBAXslt
Artificial Intelligence • Cloud • Security • Software • Cybersecurity
The Account Executive will drive business growth by acquiring new customers, manage the sales cycle, and engage with key stakeholders in the Hong Kong market.
Top Skills:
Sales MethodologyTechnical Product Knowledge
.jpeg)
Artificial Intelligence • Hardware • Information Technology • Machine Learning
Lead the High Bandwidth Memory Product Engineering team, improving test coverage, product validation, and yield, while collaborating across functions and mentoring others.
Top Skills:
Cad ToolsData Analysis ToolsElectrical And Electronics EngineeringScriptingVerilog
What you need to know about the Singapore Tech Scene
The digital revolution has driven a constant demand for tech professionals across industries like software development, data analytics and cybersecurity. In Singapore, one of the largest cities in Southeast Asia, the demand for tech talent is so high that the government continues to invest millions into programs designed to develop a talent pipeline directly from universities while also scaling efforts in pre-employment training and mid-career upskilling to expand and elevate its workforce.
