Options Execution Researcher

Options Execution Researcher

AlgoQuant Asset Management

Dubai (preferred) · London · New York – Reports to Head of Research – Rolling start

About AlgoQuant

• AlgoQuant Asset Management is a multi-strategy digital asset manager allocating capital across
• 25+ internal and external quantitative trading pods. Founded in 2018, we have evolved into an
• institutional platform combining trading edge with strong governance and advanced technology,
• serving family offices and institutional investors globally.

The role

• We are hiring an Options Execution Researcher to build and optimise systematic execution and
• pricing models for digital asset derivatives. This is a role at the intersection of quantitative research
• and live trading — you will develop the models that determine how we trade options, not just
• analyse them. You will own the full stack from theoretical pricing to live execution logic, working
• closely with portfolio managers and engineers to move from research into production.
• This role is for someone with genuine options intuition: you think in vol surfaces, understand the
• Greeks under pressure, and have a track record of turning derivatives theory into executable,
• capital-efficient strategy.

Responsibilities

• ● Build and maintain options pricing and valuation models calibrated to digital asset vol
• markets
• ● Develop execution algorithms for options and structured derivatives: entry/exit timing,
• hedging logic, and delta management
• ● Research volatility dynamics across crypto markets — term structure, skew, realised vs
• implied, and cross-asset relationships
• ● Analyse microstructure on options venues to improve fill quality and reduce execution costs
• ● Construct and maintain backtests for options strategies with accurate handling of path
• dependency, margin, and transaction costs
• ● Collaborate with engineers to deploy execution models into live infrastructure
• ● Monitor live strategy Greeks and P&L attribution in real time, iterate on models as markets
• evolve
• What we are looking for
• ● Strong quantitative background in maths, physics, financial engineering, or computer
• science
• ● Deep understanding of options pricing theory — Black-Scholes, stochastic vol models
• (Heston, SABR, local vol), and their practical limitations
• ● Hands-on experience building execution models or systematic options strategies, either at
• a trading firm, hedge fund, or structured products desk
• ● Familiarity with crypto derivatives markets (Deribit, OKX, Bybit) and their structural
• differences from TradFi options markets
• ● Strong Python; C++ a significant plus for latency-sensitive execution work
• ● Rigorous approach to backtesting options strategies — experienced with the pitfalls of path
• dependency, vol model overfitting, and slippage estimation
• ● Self-directed with a strong sense of ownership — comfortable driving research from idea to
• production without hand-holding
• ● For senior candidates: a live, attributable track record in options market making, vol arb, or
• systematic derivatives trading