What you'll be doing: Contribute to a trading book and generate revenues and manage risk for the respective business Pricing & Volatility: Implement volatility models and maintain real-time volatility surfaces for crypto assets like Bitcoin and Ethereum. Principal market maker for the various crypto assets. Risk Management: Monitor and manage the trading book's risk, ensuring Delta, Gamma, Vega, Theta, and Rho exposures are within strict limits. Strategy Execution: Develop and refine systematic strategies to identify short-term mispricing and execute market-making operations. Research & Development: Partner with developers to backtest, prototype, and deploy new options strategies. Develop new products for distribution Post-Trade Analysis: Perform deep-dive P&L and Greek exposure analysis to evaluate performance and optimize trading models. Work in close partnership with control functions such as Legal, Compliance, Risk, and Finance in order to ensure appropriate governance and control ...