Senior Quant Strategist (Options)

职位要求 / 描述

<div class="content-intro"><p><strong>Who We Are</strong></p> <div data-page-id="GFosd0mKRort8Bxkn92lfkg8gpb" data-lark-html-role="root" data-docx-has-block-data="false"> <div class="ace-line ace-line old-record-id-WYUodd2NJoU6S2xtJ9nlbZTvgnf">Founded in 2019, Rock Bund Capital is a proprietary trading firm deeply committed to shaping the future of the cryptocurrency industry. We have an average daily trading volume reaching $1 billion and peak daily trading volume of $9 billion USD. We process over 15 million transactions daily, trading more than 1,000 symbols across major CEx and DEx.</div> </div> <p>Our team combines expertise in traditional finance, quantitative research, and advanced engineering with a deep understanding of blockchain technology. This unique blend enables us to excel in trading across complex crypto markets, including both CeFi and DeFi, while providing capital and strategic guidance to projects that drive innovation and foster sustainable growth in the crypto industry.</p></div><div class="p-rich_text_section"> <div> <div class="rich-text-paragraph" data-eleid="4"><strong><span class="text-only" data-eleid="5">Role Overview</span></strong></div> <div class="rich-text-paragraph" data-eleid="6"> <div>We are seeking a highly analytical Options Trader to join our volatility trading desk. In this role, you will design, backtest, and deploy systematic options trading strategies for the cryptocurrency market. You will bridge the gap between deep quantitative research and live execution.</div> </div> </div> <strong data-stringify-type="bold"><br>What You Will Do</strong></div> <div class="p-rich_text_section"> <ul> <li class="temp-li bullet1" data-line="true" data-list="bullet1"> <div>Strategy Development: Research, design, and implement quantitative trading strategies specifically for crypto options, including market making and systematic positional strategies</div> </li> </ul> <ul> <li class="temp-li bullet1" data-line="true" data-list="bullet1"> <div>Research Pipeline: Manage the end-to-end research lifecycle - from raw data gathering and feature engineering to model training and backtesting</div> </li> </ul> <ul> <li class="temp-li bullet1" data-line="true" data-list="bullet1"> <div>Algorithmic Optimization: Develop and refine trading algorithms to improve execution efficiency and capture market inefficiencies in volatility pricing</div> </li> </ul> <ul> <li class="temp-li bullet1" data-line="true" data-list="bullet1"> <div>Risk Management: Monitor live trading exposures and implement robust risk-control frameworks to manage Greeks (Delta, Gamma, Vega, Theta) in volatile markets</div> </li> <li class="temp-li bullet1" data-line="true" data-list="bullet1"> <div>Performance Analysis: Conduct post-trade analysis and PnL attribution to identify areas for strategy improvement</div> </li> </ul> <p> </p> <p><strong>Who You Are</strong></p> <ul> <li class="temp-li bullet1" data-line="true" data-list="bullet1">Experience: 5 years of experience in quantitative trading or research, with a strong preference for derivatives or options experience</li> </ul> <ul> <li class="temp-li bullet1" data-line="true" data-list="bullet1">Education: Bachelor’s or Master’s degree (PhD preferred for research-heavy roles) in a quantitative field such as Mathematics, Physics, Financial Engineering, or Computer Science</li> </ul> <div data-zone-id="0" data-line-index="3" data-line="true"> </div> <div data-zone-id="0" data-line-index="4" data-line="true">Technical Skills</div> <ul> <li class="temp-li bullet1" data-line="true" data-list="bullet1">High proficiency in Python for data analysis and strategy development</li> </ul> <ul> <li class="temp-li bullet1" data-line="true" data-list="bullet1">Proficiency in C++ is highly desirable for high-frequency trading (HFT) or low-latency infrastructure</li> </ul> <ul> <li class="temp-li bullet1" data-line="true" data-list="bullet1">Experience with ClickHouse or other databases for handling large-sca

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