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Delta Exchange, a leading digital asset derivatives exchange founded in 2018, is seeking a Quantitative Researcher to develop advanced models, analyze crypto markets, and generate insights that power trading strategies and risk management in derivatives.
In this role, you will research and develop quantitative models to identify trading opportunities in crypto derivatives and spot markets. You'll conduct statistical and econometric analysis on large, complex financial datasets, and build and maintain pricing, risk, and forecasting models for derivatives products. Working closely with trading and product teams, you will test, validate, and implement models in production. You'll leverage programming and data science tools to design and backtest systematic trading strategies, monitor and improve existing models for performance and market adaptability, and prepare research reports communicating insights to leadership and trading desks.
Delta Exchange offers a collaborative remote work environment with emphasis on work-life balance, a growth framework driving continuous improvement, opportunities to learn and collaborate with leadership, team offsites and engagement activities, and competitive compensation.
REQUIREMENTS:
- 5–8 years of experience in quantitative research, trading, financial engineering, or related role
- Strong foundation in statistics, probability, econometrics, and financial mathematics
- Proficiency in Python, R, or MATLAB; SQL and big data familiarity is a plus
- Experience in time-series analysis, stochastic modelling, or machine learning for financial applications
- Understanding of derivatives pricing (options, futures, swaps) and risk metrics like VaR, Greeks, etc.
- Ability to work with large, high-frequency datasets and extract meaningful insights
- Excellent communication skills to explain technical concepts to non-technical stakeholders
- Degree in Quantitative Finance, Mathematics, Statistics, Computer Science, or Engineering; advanced degrees (MSc/PhD) are a plus
- Desirable: prior experience in crypto or digital assets, exposure to algorithmic trading systems and execution strategies, familiarity with C++ or Java, knowledge of global financial markets and macroeconomic indicators
