Derivatives Quantitative Developer
## What You Will Do
Build, trade and optimize the portfolio management of derivatives-focused crypto and crypto-equities products through quantitative analysis that identifies various inefficiencies in global capital markets activities.
Develop and enhance analytical tools with a primary focus on crypto volatility trading, focusing on alpha generation, statistical analysis, model implementation, portfolio construction, execution, and trade analysis. (Past experience with portfolio construction and implementation research is a plus.)
Analyze portfolio characteristics, attribute performance drivers, and design portfolio implementation analytics and risk management.
Leverage various third-party vendors and partners to build robust internal systems for high-performance historical simulation/backtesting capabilities.
Assist in writing and publishing content across relevant topics, including quantitative/systematic trading strategies.
Contribute to Bitwise’s product strategy growth in actively managed solutions and drive risk systems adoption across our engineering team.
## Who You Are
Excellent quantitative skills, as evidenced by formal training in statistics, applied mathematics, operations research, economics, computer science, physics, or related quantitative fields. Previous crypto experience is a plus.
Strong technical skills with expertise in Python (or another programming language) and SQL. You should be comfortable with modern data science tools (Jupyter, Pandas, Numpy, etc.) and with basic software development methodologies: version control systems, working on the command line, debugging, etc. Familiarity with BI tooling such as Tableau is helpful.
Strong experience with databases is required, as well as an understanding of the data available in the investment management industry and experience in managing and accessing such data to support research and trading efforts.
3-5+ years of work experience with working knowledge of basic options math. Bloomberg API familiarity is a plus.
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