Blue Krypto · 15 hours ago
Quantitative Researcher / Crypto Options Analyst
Brooklyn, NY
Full-time
Onsite
Mid, Senior Level
$220K/yr - $300K/yrBlue Krypto is a company focused on crypto options markets, seeking a Quantitative Researcher / Crypto Options Analyst. The role involves researching and modeling crypto options markets, developing pricing and risk models, and analyzing volatility and market microstructure.
CryptocurrencyFinancial ExchangesOnline Portals
Responsibilities
Research and model crypto options markets, volatility surfaces, and term structures
Develop and maintain pricing, risk, and hedging models for crypto options
Analyze implied and realized volatility, skew, kurtosis, and market microstructure
Design and test quantitative trading and hedging strategies
Produce research reports and present findings to senior stakeholders
Continuously improve models, analytics pipelines, and research frameworks
Qualification
Required
Strong background in options theory, volatility modeling, and risk management
Experience working with crypto derivatives or transferable experience from traditional markets
Strong quantitative skills in mathematics, statistics, and probability
Proficiency in Python and experience with numerical and data analysis libraries
Ability to work with large, noisy, high-frequency datasets
Strong analytical thinking and problem-solving skills
Familiarity with exchange APIs and real-time market data feeds
Experience with C++, Rust, or other performance-oriented languages
Advanced degree in Mathematics, Physics, Engineering, or a related field
Experience in hedge funds, proprietary trading firms, or market makers
Benefits
Performance-based bonuses tied to strategy performance
Opportunity for profit sharing or incentive-based compensation
Company
Blue Krypto
Blue Krypto is a web portal that provides online transactions, cryptocurrency exchanges, and financial services.
Founded in 2020
11-50 employees
Funding
Current Stage
Early StageCompany data provided by crunchbase