About the Company

A regulated financial markets firm bringing institutional standards to the rapidly evolving digital assets sector.

Key Responsibilities

• Lead Quantitative Model Development: Oversee the creation, validation, and optimization of models for pricing Bitcoin index futures and options, ensuring accuracy, scalability, and regulatory compliance.
• Risk Management: Develop and refine risk models (e.g., VaR, Expected Shortfall, SPAN) to support trading and clearing operations, collaborating with clearing partners for robust counterparty risk management.
• Volatility Surface and Index Computation: Enhance interpolation routines to maintain smooth and accurate volatility surfaces and oversee the computation of digital asset indices using market data from multiple exchanges.
• Research and Innovation: Lead research initiatives to extract insights from internal and external market data, contributing to white papers and thought leadership.
• Team Leadership: Manage and mentor a team of quantitative analysts, fostering a culture of collaboration, innovation, and analytical rigor.
• Cross-Functional Collaboration: Work closely with Compliance, Risk, Operations, and Technology teams to ensure models meet regulatory standards and support high-throughput, low-latency trading systems.
• Stakeholder Engagement: Liaise with senior management, clearing counterparties, and regulators to provide insights on model performance, market trends, and risk exposures.
• Continuous Improvement: Monitor and refine quantitative computations, implementing auditable manual adjustments when necessary, and stay updated on industry developments in digital asset derivatives.

Skills and Qualifications

• Educational Background: Advanced degree (Master’s or PhD) in a quantitative discipline such as Mathematics, Financial Engineering, Physics, or Computer Science.
• Experience:
• 10+ years in quantitative research, with at least 5 years in a leadership role within financial services, preferably in derivatives trading or market infrastructure.
• Proven expertise in futures and options pricing, volatility modeling, and curve-fitting techniques.
• Experience with digital asset markets or fintech is highly desirable.
• Technical Skills:
• Proficiency in programming languages such as Python, R, C++, or Matlab for model development and data analysis.
• Strong understanding of risk models (VaR, Expected Shortfall, SPAN) and financial market infrastructure.
• Familiarity with high-performance computing and low-latency systems is a plus.
• Regulatory Knowledge: In-depth understanding of financial services regulations, particularly those related to derivatives trading.
• Leadership and Communication:
• Exceptional verbal and written communication skills to articulate complex quantitative concepts to non-technical stakeholders.
• Proven ability to lead and mentor diverse teams in a fast-paced, global environment.
• Personal Attributes:
• Entrepreneurial mindset with a proactive approach to problem-solving.
• Ability to manage competing priorities and meet demanding deadlines.
• High degree of initiative, attention to detail, and commitment to diversity and inclusion.

Interested and qualified candidates please send your resume to e.lam@wellesleys.com. Only shortlisted candidates would be notified.