Valuation Quantitative Analyst - London, UK

The GFO-X Group is a global market infrastructure provider focused on regulated digital asset derivatives. With operations in London, Hong Kong, and Abu Dhabi, the Group offers global access to institutional-grade execution and clearing services. GFO-X UK is the first FCA authorised, centrally cleared Multilateral Trading Facility (MTF) for digital asset derivatives, with all contracts cleared via LCH DigitalAssetClear. Backed by M&G Investments and supported by leading financial institutions, GFO-X Group is building the next generation of regulated infrastructure to integrate digital assets into mainstream finance, with a focus on transparency, risk management, and collateral mobility.

GFO-X is seeking a Valuation Quantitative Analyst to join our growing team in London, UK.

Role:

• Oversee and actively contribute to the orderly end-of-day, intraday, and near-real-time valuation of instruments for our central clearing counterparty and matching engines.
• Monitor the quantitative computations underlying valuation results and critically assess market inputs to the models.
• Supervise the collection and recording of market data from external exchanges, as well as the calculation of indices.
• Analyze internal and external market data to identify market trends and potential trading opportunities.
• Enhance interpolation and curve-fitting routines to ensure a smooth, accurate volatility surface, and improve pricing methodologies for both liquid and illiquid instruments.
• Collaborate in the development and enhancement of derivative risk models.
• Continuously refine models through teamwork, research, and ongoing development.
• Contribute to research papers and analytical publications based on proprietary market data and crypto derivatives, for both internal and external stakeholders.

Requirements:

• 5-7 years of professional experience in a quantitative or data analytics role.
• Graduate degree (MSc or above) in a quantitative discipline, preferably with a financial markets background.
• Strong understanding of futures and options pricing, including curve-fitting and modelling technique, Greeks.
• Knowledge of VaR, ES, liquidity risk, concentration risk, and counterparty credit risk.
• Excellent proficiency in Python or another scripting language, with strong awareness of software engineering best practices.
• Experience with systems languages such as C/C++ and blockchain technologies is a plus.
• Experience working with SQL.
• Additional quantitative skills such as data analysis, statistics, and machine learning are a plus, particularly using Python libraries.
• Ability to work under pressure, manage strict time constraints, and adapt quickly to a fast-evolving environment.
• Excellent communication skills, with the ability to explain complex quantitative concepts to non-technical audiences, respond swiftly to business requests, and collaborate effectively with other teams, including Sales.
• Proven capability to interact with a wide range of stakeholders, including IT, management, risk, compliance, the clearing team, and potentially regulators.
• Strong motivation to join a dynamic, crypto-focused company with teams distributed across multiple continents.

This role is based in our London office. Application from any region is acceptable, but candidates based in the United Kingdom will be given preference.

GFO-X is an equal opportunities employer committed to diversity and inclusion. Competitive benefits included.

If you are interested in this role, please apply through the link in the job posting.