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BIT (formerly Matrixport) is a global digital asset financial services and infrastructure group headquartered in Singapore. The company bridges traditional finance and digital assets through governance-driven financial services, managing over $7 billion in assets and facilitating $7+ billion in monthly trading volume. BIT is licensed and regulated across Singapore, Hong Kong, Switzerland, the UK, the US, and Bhutan.
This role owns the full lifecycle of structured products trading across digital assets and tokenized/US equities. You will price, quote, and market-make exotic options while managing Greek exposures (delta, gamma, vega, vanna, theta) through dynamic hedging and volatility trading. The position requires delivering steady, sustainable P&L within strict risk limits while continuously improving pricing models, hedging algorithms, and trading systems.
Key responsibilities include: providing real-time pricing and quotes for complex structures (Dual Currency, Sharkfin, FCN, Accumulator, Snowball, Collar); managing the book's multi-dimensional risk exposures with 24/7 dynamic hedging; maintaining and calibrating implied-volatility surfaces; generating alpha through vol-level, skew, and term-structure trades; managing proprietary hedging inventory and back-to-back hedges with external vendors; collaborating with quant and dev teams to enhance automation; contributing to new product design and launch; and strictly observing risk limits and compliance requirements.
You will need a Master's degree in Mathematics, Physics, Financial Engineering, Computer Science, or related quantitative field. Minimum 3+ years trading exotic options or structured products (traditional finance or crypto); market-making or proprietary hedging experience strongly preferred. Strong command of options pricing (Black-Scholes, local vol, stochastic vol), Greeks, volatility surfaces, and hedging strategies. Deep understanding of exotic derivatives (barriers, Asians, auto-callables, accumulators). Proficiency in Python for pricing, data analysis, and backtesting; SQL capability; quant/automated-trading experience a plus. Familiarity with crypto/US-equity/derivatives market structure and liquidity. Must perform well under pressure, be decisive and risk-aware, collaborative, and fluent in English and Mandarin Chinese.
Preferred qualifications include familiarity with crypto options markets, experience with tokenized assets/RWA or US-equity structured products, knowledge of vol modeling (SVI/SSVI), minimum-variance delta, skew stickiness, and prior structured-products desk experience at top-tier investment banks or broker-dealers.
