Quantitative Researcher - Options

Company: Genesis
Location: Walton, New York, United States
Type: Full-time
Posted: 21.MAY.2021

Summary

About Genesis Genesis is a global leader in institutional digital asset markets. We provide a single point of access for digital asset trad...

Description

About Genesis

Genesis is a global leader in institutional digital asset markets. We provide a single point of access for digital asset trading, derivatives, borrowing, lending, custody and prime brokerage services.

Genesis facilitates billions in trades, loans and transactions on a monthly basis, including over $45 billion in 2020. We have a proven track record driving results for some of the largest digital asset-focused hedge funds, quant funds, family offices, VC's, market makers and exchanges.

Join Our Team

Genesis is expanding to solve some of the toughest challenges in digital asset financial markets.

About This Role - Quantitative Researcher - Options

Genesis Trading is seeking a talented Quantitative Researcher to develop and improve upon existing models for pricing of vanilla options. You will work closely with other researchers, engineers, and traders to generate more accurate options pricing, implement volatility signals, and formulate predictive models. The ideal candidate will have professional experience applying quantitative models to options pricing, either at a market maker, proprietary trading firm, or bank. The candidate should be comfortable contributing efficient and production ready code to a large codebase.

Primary Responsibilities

  • Collaborate with other researchers and traders to improve existing pricing models
  • Analyze large scale datasets for trading signals, implement said signals into producting trading engine
  • Analyze existing positions and produce real-time reporting and risk metrics


Requirements
  • Advanced education (B.S., M.S., PhD) in mathematics, statistics, computer science, or related quantitative field
  • 3+ years of experience in industry on quantitative options pricing/trading team
  • Experience in applying predictive and data-mining algorithms to large datasets
  • Strong proficiency in at least one programming language (like Python, Java, Golang, C++)
  • Experience with relational and time-series databases
  • Practical experience in deploying large-scale machine learning models is a plus, including knowledge of ML frameworks such as Tensorflow, Pytorch, Keras, etc.


Personal Attributes
  • Strong interpersonal and communication skills
  • Self-starter yet knows when to ask for help and works great in a team
  • Strives to simultaneously achieve high-velocity and high-quality output
  • Willingness and ability to meet aggressive deadlines
  • Thrives in a dynamic and high-pressured environment
  • Proven troubleshooting and problem-solving skills


Benefits
  • Comprehensive health, vision, dental and FSA benefits
  • Flexible time off


Why Genesis

Genesis is dedicated to creating best-in-class infrastructure for institutional investors, developing advanced products that lower barriers, increase profitability and broaden access. Our team has decades of experience at top Wall Street investment banks and Silicon Valley technology firms, and includes leading experts in blockchain, distributed computing, cryptography and cybersecurity.

Digital Asset Ecosystem

Genesis operates at the heart of the digital asset ecosystem

→ We are a subsidiary of Digital Currency Group (DCG), the largest investor in the bitcoin and blockchain space.

→ We are the exclusive distribution and marketing agent for Grayscale Investments, the largest digital currency asset manager with over $40 billion in assets under management.

→ We have an unparalleled global network at the intersection of data, finance and technology.

Accelerating Momentum

Our addressable market is expanding rapidly as new institutional investors enter the space. Recent results include

→ 400%+ Y/Y trading volume growth to $20.7 billion in trades

→ 400%+ Y/Y loan origination growth to $19 billion in originations

→ 300%+ Y/Y active loan growth to $3.9 billion in active loans outstanding

→ 400%+ Q/Q derivatives transaction growth to $5.9 billion in transactions

Diversity And Inclusion

Genesis invests in creating a welcoming environment where everyone can feel supported and connected at work.

→ We help employees develop a deep understanding of the problems we're trying to solve.

→ We thrive on ideas driven by a broad range of perspectives.

→ We believe diverse teams lead to better products and bigger outcomes.

Genesis is an equal opportunity employer. We do not discriminate on the basis of race, religion, color, national origin, gender, sexual orientation, age, marital status, veteran status, or disability status.

 
Apply Now

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