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Founded in 2019, Rock Bund Capital is a proprietary trading firm deeply committed to shaping the future of the cryptocurrency industry. We have an average daily trading volume reaching $1 billion and peak daily trading volume of $9 billion USD. We process over 15 million transactions daily, trading more than 1,000 symbols across major CEx and DEx.
Our team combines expertise in traditional finance, quantitative research, and advanced engineering with a deep understanding of blockchain technology. This unique blend enables us to excel in trading across complex crypto markets, including both CeFi and DeFi, while providing capital and strategic guidance to projects that drive innovation and foster sustainable growth in the crypto industry.
We are seeking a highly analytical Options Trader to join our volatility trading desk. In this role, you will design, backtest, and deploy systematic options trading strategies for the cryptocurrency market. You will bridge the gap between deep quantitative research and live execution.
Strategy Development: Research, design, and implement quantitative trading strategies specifically for crypto options, including market making and systematic positional strategies
Research Pipeline: Manage the end-to-end research lifecycle - from raw data gathering and feature engineering to model training and backtesting
Algorithmic Optimization: Develop and refine trading algorithms to improve execution efficiency and capture market inefficiencies in volatility pricing
Risk Management: Monitor live trading exposures and implement robust risk-control frameworks to manage Greeks (Delta, Gamma, Vega, Theta) in volatile markets
Performance Analysis: Conduct post-trade analysis and PnL attribution to identify areas for strategy improvement
Experience: 5 years of experience in quantitative trading or research, with a strong preference for derivatives or options experience
Education: Bachelor’s or Master’s degree (PhD preferred for research-heavy roles) in a quantitative field such as Mathematics, Physics, Financial Engineering, or Computer Science
High proficiency in Python for data analysis and strategy development
Proficiency in C++ is highly desirable for high-frequency trading (HFT) or low-latency infrastructure
Experience with ClickHouse or other databases for handling large-scale tick data
Market Knowledge: Deep understanding of options pricing models (e.g., Black-Scholes), volatility dynamics, and crypto market microstructure
Demonstrated live trading track record with a strong Sharpe Ratio
Experience in high-frequency trading (HFT) environments
Competitive remuneration package and a m eritocratic culture where accomplishments are rewarded
Fast paced and result-oriented with a flat structure
Teams collaborate in a casual working environment
Excellent exposure to the digital asset ecosystem and the latest market insight
Great career development opportunities
Disclaimer We do not accept unsolicited resumes from any professional staffing or search firms. All resumes, or any other information identifying potential candidates, shared with any employee of Rock Bund Capital or its affiliates by any method without a standing signed supplier agreement will be deemed free to contact without restrictions, and no placement fee of any kind will be paid in the event the candidate is hired by Rock Bund Capital or any of its affiliates.
Qualifications: Senior level, 5+ years experience, Quantitative trading experience, Quantitative research experience, Derivatives experience, Options experience, Bachelor’s degree, Master’s degree, PhD preferred, Quantitative field, Mathematics, Physics, Financial Engineering, Computer Science, Python proficiency, C++ proficiency desirable, ClickHouse experience, Databases experience, Options pricing models understanding, Black-Scholes understanding, Volatility dynamics understanding, Crypto market microstructure understanding, Analytical, Live trading track record (preferred), High-frequency trading experience (preferred), Result-oriented, Collaboration