Trireme is building an institutional-grade digital-asset trading operation across market making, systematic strategies and treasury execution.
We are looking for a Quantitative Options Trader to develop and operate crypto-options strategies and help build our options trading capability.
The Role
This role sits between quantitative research and live trading.
You will be responsible for identifying, modelling and executing opportunities across crypto-options markets while maintaining disciplined risk management.
You should understand volatility rather than simply directional trading.
Responsibilities
- Research and trade crypto-options strategies.
- Develop and manage volatility-based trading strategies.
- Analyse implied and realised volatility.
- Monitor volatility surfaces, skew and term structure.
- Identify relative-value opportunities.
- Manage delta, gamma, vega and theta exposure.
- Develop hedging frameworks.
- Research volatility risk premium.
- Analyse options flow and positioning.
- Build systematic or semi-systematic trading strategies.
- Work with developers to automate execution and monitoring.
- Monitor P&L attribution.
- Conduct scenario and stress testing.
- Manage liquidity, slippage and execution risk.
- Analyse exchange and counterparty exposure.
- Maintain detailed trading and decision logs.
- Continuously evaluate performance and strategy degradation.
Markets
Primary focus:
- BTC options.
- ETH options.
Potential expansion into:
- Perpetual futures.
- Futures.
- Spot.
- Structured volatility strategies.
What We Are Looking For
- Professional options trading or derivatives experience.
- Strong understanding of options pricing.
- Deep understanding of volatility.
- Strong grasp of Greeks.
- Ability to manage nonlinear risk.
- Quantitative and analytical mindset.
- Experience building or analysing systematic strategies.
- Strong risk discipline.
- Ability to operate calmly during high-volatility markets.
Strong Candidates May Have
Experience with:
- Deribit or institutional crypto-options venues.
- Market making.
- Volatility arbitrage.
- Dispersion.
- Skew trading.
- Volatility surface modelling.
- Automated execution.
Interview Standard
Candidates should be capable of discussing:
- How they would price an option.
- Drivers of implied volatility.
- How volatility surfaces change.
- Gamma and vega risk.
- Hedging under stress.
- How liquidity changes around market events.
- When apparently attractive options trades are actually dangerous.
- P&L attribution between delta, gamma, theta and volatility.
Performance Measures
Performance will be assessed on:
- Sharpe and Sortino ratios.
- Risk-limit adherence.
- Quality of trade construction.
- P&L attribution.
- Strategy scalability.
- Repeatability.
- Quality of risk management during extreme markets.
The mandate is to produce sustainable returns rather than maximise short-term P&L.
Excellence in Digital Assets,
Your Trusted Partner
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Quantitative Trader — Crypto Options employer: Trireme
Trireme Trading is an exceptional employer for those looking to thrive in the dynamic world of cryptocurrency. With a strong focus on employee growth and a culture that encourages innovation, we offer competitive compensation packages and the flexibility of remote work, allowing you to balance your professional and personal life while making a significant impact in the industry.
