Quantitative Researcher – Options Pricing & Volatility (Top-tier fintech company, cutting-edge tech environment)

About the Role

Our client is a well-established global digital asset trading firm operating at the intersection of traditional quantitative finance and crypto markets. They are seeking a skilled Quantitative Researcher to lead options pricing research, volatility modelling, and agency trading strategy development. This is a high-impact role offering significant autonomy within a fast-moving, intellectually rigorous environment, with exposure to both conventional and emerging digital asset markets.

Key Responsibilities

• Own end-to-end development of options pricing strategies — from ideation and theoretical modelling through to back-testing and live implementation
• Develop and maintain options valuation frameworks, including volatility surface construction, Greeks calculation, and exotic option pricing methodologies
• Conduct in-depth research on implied volatility dynamics, volatility arbitrage opportunities, and options market microstructure across traditional and crypto venues
• Collaborate closely with software engineers and trading infrastructure teams to ensure robust and agile integration of models into the production trading platform
• Participate across all stages of new product development, including risk modelling, parameter calibration, and ongoing performance tuning
• Drive continuous improvement of quantitative models by incorporating the latest academic and industry research
• Monitor live trading performance, identify model weaknesses, and refine strategies based on empirical market data

Requirements

• 5+ years of experience in a quantitative research or quantitative analyst role, with a demonstrated track record in options pricing research and model development
• Hands-on proficiency with options pricing models such as Black-Scholes, binomial trees, Monte Carlo simulation, and stochastic volatility models (e.g. Heston, SABR)
• Master's degree or above in Mathematics, Statistics, Financial Engineering, or a closely related quantitative discipline
• Strong programming skills for research and analysis; proficiency in Python is strongly preferred
• Strong analytical and problem-solving ability, with a demonstrated capacity to thrive in a results-driven, fast-paced setting
• Prior experience in a hedge fund, proprietary trading firm, investment bank, or brokerage environment (is a bonus)
• Experience with trading data processing, price prediction modelling, or machine learning algorithms (is a bonus)

If you are passionate about technology and meet the above requirements, please don't hesitate to apply. Please note that only shortlisted candidates will be contacted. Appreciate your understanding. Data provided is for recruitment purposes only.

Dada Consultants Pte Ltd

Website: www.dadaconsultants.com

EA License No.: 18S9037

Business Registration Number: 201735941W