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Firm : Regulated Cryptocurrency Bank
Location : Mumbai, HQ - Switzerland
Job type : Full time, Permanent
Compensation : Competitive - Fixed + Variable
About the Role
The successful candidate will be a hands-on programmer and detail-oriented individual who will build derivatives pricing, analytics and risk management infrastructure for options and futures on cryptocurrencies and digital assets.
Responsibilities
Support the bank’s Markets & Investment Solutions team to develop real time pricing models for cryptocurrency options and derivatives
Maintain historical databases of option prices and analytics, including greeks
Develop python-based tools to aid trading and risk management decisions
Build and maintain professional and highly reusable code which can be integrated into the overall platform
Document code functionalities, new functions and processes
Skills/Experience
Demonstrated programming experience with Python and Excel-VBA. Knowledge of Matlab is a plus
Hands-on experience with implementing complex option pricing models, knowledge of Equity and FX option modeling techniques as well as volatility surface calibration
Experienced in quantitative back-testing of derivatives strategies
Experience with APIs, Github/Gitlab, and SQL based time series databases
Should be self-driven and detail oriented with an analytical mindset
Should be a proactive and quick learner; with an ability perform independently as well as play on a team
Min. 2 years of Python experience mandatory (including packages such as pandas, numpy, scipy
If you are a good fit for this role, please email with your profile details to neha.kapoor@hirecap.in