- Lead the quant effort: implement stable and scalable models for multi underlying exotic products - Create and maintain a risk management framework including Greeks, Stress Tests, Risk Analysis and Reports to support our Trading activity - Create and maintain a backtesting framework for systematic digital asset strategies
- Strong quantitative background with experience in modeling including local volatility - Strong development background in order to implement industrial and scalable volatility models - Keen interest or experience and network in crypto markets preferred Important Traits - **Crypto interest** - you are excited about DeFi and building in it - **Strong ownership** - you take pride in what you ship, take responsibility for goals and timelines, and communicate issues/blockers clearly - **Curiosity** - you might not know much about DeFi, but want to dig deeper and learn more. Scrappy mindset to navigate through uncertainty and quite literally start a brand new market.
We’re a globally distributed team that is remote-friendly. We have physical presence in San Francisco, Singapore, Paris and New York, but you can be working remotely from home all-day any-day. We provide: - Competitive salary and equity - Healthcare benefits - Unlimited vacation — get that beach, snow, or onsen time when you need it Link: https://cega.notion.site/Quantitative-Analyst-70b51f2cdac8410185eca7cc91c21813