Derivatives Quantitative Analyst

XBTO Group New York, United States Hybrid

  • Full-time

About us

XBTO is a world leader in cryptofinance. In 2015, we were the first to provide institutional-grade liquidity to major trading platforms. Since then, we have made significant efforts to create stability in the cryptocurrency markets. We continue to grow and shape the industry through our extensive trading experience and deep technical knowledge of blockchain. XBTO consistent ranks among the top crypto trading and venture investing firms.

The Role

In this role, you will work closely with experienced quantitative traders both who share a passion for mathematics, problem-solving, and technology. This role offers a learning experience with both crypto and traditional capital markets. We monitor markets in real time, improving our trading algorithms, and focus on data to create best in class models. We’re looking for candidates with a strong quantitative skills who is comfortable thinking in terms of theory and execution.


  • Support options trading desk building out a options pricing model library and risk management system

  • Devise optimal hedging strategies

  • Run statistical model of cryptocurrency volatility surface dynamics

  • Support automated market making strategies


  • PhD in hard sciences, math, computer science or MFE

  • min 2-3 years’ experience supporting a desk within a financial institution, hedge fund and/or a crypto fund

  • 3 years’ experience in an Object-Oriented language: C#/Java/C++

  • Proficient in Python, VBA, R

  • Strong knowledge of option pricing theory

  • Ability to independently communication across an organization specifically seniority level

Helpful Skills & Experience

  • Familiarity with crypto

  • Experience supporting algo. trading desk

  • Familiarity with machine learning techniques


  • Problem-solving and perseverance capability in an ever-changing and growing environment

  • Willingness to trust co-workers and to take ownership

  • Ability to receive and give constructive feedback

  • Strong professional demeanour, work ethic and critical thinking skills

  • Ability to work with remote teams globally and possess cultural intelligence

  • Responsibility, good collaboration, humility, and ability to deliver independently

  • Able to work autonomously and possess an infectious ‘can -do’ attitude!