Systematic Options Quant Trader (Crypto)

We are partnering with an established electronic trading desk to add a Systematic Options Quant Trader to their London team. This mandate sits strictly at the intersection of quantitative research, pricing models, and live trading systems. Focused on crypto options market making across highly liquid markets, your goal is to directly impact live trading performance by improving existing models and developing new systematic approaches for pricing, quoting, and risk management. There are no academic silos here; your research is tightly linked to production and real-time decision making.

The Hard Questions (What You Will Solve)

• Surface & Skew Calibration: How do you design and calibrate dynamic volatility surfaces and skew models that remain robust under high-throughput, live market‑making conditions?
• Execution‑Aware Quoting: How do you bake real‑world microstructure constraints—latency, queue positioning, and adverse selection probabilities—directly into your quoting engines?
• Automated Risk Management: How do you build and refine automated delta, gamma, and vega hedging frameworks that protect the book without bleeding theoretical edge to crossing spreads?

The Structural Edge

• Direct Research‑to‑Trading Impact: The distance between your research environment and the live market is minimal. Strategies move quickly from backtest to production, giving you immediate feedback and direct influence over the desk’s trading performance.
• High‑Performance Infrastructure: You are plugging into a sophisticated, state‑of‑the‑art electronic market‑making system. You will collaborate daily with experienced engineers to translate your Python‑based research into ultra‑low‑latency production environments (C++/Rust).

Ideal Profile

• The Metric: 5–7 years of experience in options trading, quantitative research, or market making within an electronic/proprietary trading environment (Crypto, Equity or FX Options preferred). You have a deep, practical understanding of options pricing frameworks, volatility surfaces, and stochastic processes.
• The Tech: Exceptional programming skills. You are highly proficient in Python for building backtesting tools, simulation environments, and research pipelines, coupled with a strong command of C++, Rust, or similar languages for production deployment.

Compensation & Preferences

• Non‑compete: Preference for ≤12 months; buyouts considered for exceptional profiles.
• Compensation: £150k – £180k Base + Performance‑Based Bonus (This is not a guarantee of compensation or salary; a final offer amount may vary based on factors including but not limited to experience, domain expertise, and geographic location.)

Apply Now

At Onyx Alpha Partners, we are committed to connecting the most sought‑after talent in the financial world, to opportunities that expand the universe of unconstrained performance within their chosen discipline. If this opportunity aligns with your career aspirations, we encourage you to apply and explore the potential for growth and unparalleled success.