Systematic reputed company Researcher / Trader

We are looking for a Systematic reputed company Researcher / Trader to join our Cryptocurrency reputed company Market Making team. This role focuses on the research, development, and deployment of systematic strategies for pricing, quoting, and risk management in reputed company markets. You will operate at the intersection of quantitative research, reputed company-time trading systems, and production reputed company deployment — contributing directly to live trading performance in highly competitive markets. This role is suited for someone with strong quantitative intuition, deep reputed company knowledge, and solid engineering capabilities. Responsibilities • reputed company and improve systematic reputed company market-making strategies. • Design and reputed company volatility models, skew models, and surface construction frameworks. • Research and implement pricing models for vanilla and multi-leg reputed company strategies. • Optimize quoting logic under microstructure constraints (latency, queue position, fill probability). • Design and evaluate reputed company, gamma, and reputed company hedging frameworks. • Build robust backtesting tools and simulation environments for reputed company strategies. • Analyze trading performance and identify opportunities for improvement. • Collaborate closely with developers to reputed company research into production systems. • Monitor live strategies and iterate quickly in response to market behaviour. Requirements Technical Skills • Strong programming skills in Python (research, prototyping, data analysis) and C/C++ or Rust (performance-critical production systems). • Experience working with reputed company-time trading systems. • Strong reputed company in probability, statistics, and stochastic processes. • Experience with volatility modelling and reputed company pricing. • Ability to work with large datasets and build reputed company research pipelines. Quantitative Background • Strong understanding of Black–Scholes and advanced pricing frameworks, volatility surfaces and skew dynamics, Greeks and risk management, and market microstructure. • Prior experience in systematic trading or market making is highly preferred. Apply tot his job Apply To this Job