We are seeking a Strategy Developer/Researcher with options market making experience to build and optimize core modules for options pricing, volatility modeling, and automated quoting. The role involves conducting research, backtesting, and live strategy iteration across ETF options, stock index options, and commodity options. Candidates must have professional experience in options quantitative trading or derivatives strategy development with strong Python programming skills.
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About Gate
Founded in 2013, Gate is a leading global cryptocurrency exchange, serving 54M+ users with a full suite of digital asset trading and wealth management services.Ranked third globally in overall exchange ranking.We are a remote-first, globally distributed team, building the future of Web3 through innovation, collaboration, and speed. At Gate, you’ll have the opportunity to work on cutting-edge, We welcome every team member who dares to innovate and actively shares their ideas, driving progress together, and grow alongside a fast-scaling global business.Join us to help shape the future of crypto. 🚀
About This Role
We are seeking a Strategy Developer/Researcher with options market making experience to participate in the core strategy development of the firm’s options market making business. Covering products including ETF options, stock index options and commodity options, you will be responsible for options pricing, volatility modeling, automated quoting, risk hedging and live strategy iteration, helping the team improve quoting quality, execution efficiency as well as risk-adjusted returns.
What You Will Do
- Conduct research, development, backtesting, deployment and continuous iteration of options market making strategies;
- Build and optimize core modules covering options pricing, implied volatility, volatility surface and Greeks risk management;
- Design automated market making quoting logic, and dynamically adjust bid/ask prices based on market conditions, order book depth, execution probability, position risk and exchange rules;
- Research and manage risk exposures including Delta, Gamma, Vega and Theta, and implement hedging via instruments such as futures, spot assets, ETFs and stock index futures;
- Analyze tick-by-tick trade data, order book ticks, implied volatility, execution quality, slippage, order cancellation rate and fill rate to continuously enhance strategy performance;
- Take part in live monitoring, abnormal trade handling, risk control parameter configuration and strategy post-mortem reviews to strengthen strategy stability across various market regimes;
- Collaborate with trading, risk control and system development teams to drive the end-to-end rollout of strategies from research to live trading systems.
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What We Expect From You
- Professional experience in options market making, options quantitative trading or derivatives strategy development;
- Candidates with backgrounds in private equity firms, securities companies, futures houses, risk management subsidiaries or quantitative institutions holding official exchange options market making qualifications will be prioritized;
- In-depth knowledge of options markets, including one or more of the following: SSE/SZSE ETF options, CFFEX stock index options, or commodity options;
- Solid grasp of core concepts: options pricing models, implied volatility, volatility surfaces, Greeks risks, dynamic hedging and inventory management;
- Familiarity with market microstructure, including quote spread, execution probability, adverse selection, liquidity impact, transaction costs and exchange market making regulations;
- Strong data analytics and strategy development capabilities with proficient Python programming skills;
- Hands-on experience deploying, monitoring, reviewing and tuning live strategies, with the ability to independently diagnose drivers of strategy performance fluctuations;
- Excellent communication and teamwork skills to coordinate efficiently with trading, risk and tech teams.
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Preferred Qualifications
- End-to-end experience building a full options market making strategy from scratch;
- Familiarity with exchange market making assessment metrics, quoting obligations and compliance risk control requirements;
- Programming experience in C++, Rust, Java, KDB/q, ClickHouse or related tools;
- Practical experience with volatility arbitrage, term structure trading, skew trading, Gamma scalping and other related strategies;
- Work experience at private fund houses, proprietary trading desks of securities firms, futures risk management subsidiaries or specialized market making firms;
- Academic background in Mathematics, Statistics, Financial Engineering, Computer Science, Physics, Electronic Engineering or related quantitative disciplines.
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