Derivatives Analyst -- Digital Assets

Numeus is a diversified digital asset investment firm built to the highest institutional standards, combining synergistic businesses across Alpha Strategies, Trading, and Asset Management.

Numeus was founded by successful executives with decades of experience across the finance, blockchain and technology industries, with a shared passion for digital assets. Our values are grounded in an open approach based on connectivity, collaboration, and partnerships across the digital asset ecosystem. People and technology are at the core of everything we do.

We are seeking a Derivatives Analyst to join our Derivatives and Risks team. In this role, you will leverage your expertise in computer science, statistics, and numerical analysis to develop cutting-edge tools that enhance our derivatives strategies' efficiency and scope. You will work closely with the leadership of our derivatives activities, and will be based in Zug, Switzerland. 

This position demands a robust technical background, excellent problem-solving abilities, and effective collaboration with cross-functional teams.

Key Responsibilities:

• Drive the continuous development and expansion of derivatives’ pricing and risk libraries
• Contribute to the ongoing development of options market-making algorithms and systems
• Understand and report on the risks and dynamics of the option books
• Gradually assume ownership of essential housekeeping for option books
• Develop DeFi implementations for our derivatives strategies
• Interface with Engineering and oversee the implementation of derivatives strategies on the main platform
• Conduct research on derivatives, including features pipelines, research models, and calibrations with senior derivatives collaborators
• Develop monitoring tools such as PnL Greek decompositions
• Collaborate with quantitative researchers on intersecting areas and stay updated with all relevant tools
• Design, develop, and optimize workflows for derivative activities

Skill Set and Qualifications:

• 1 to 3 years of experience, with a preference for previous experience at a quantitative hedge fund
• Master’s or Ph.D. in Computer Science, Engineering, Mathematics, or a related field
• Proficient in C++, with a strong preference for candidates with Rust programming experience
• Solid understanding of financial mathematical concepts such as probability, statistics, and numerical analysis
• Excellent problem-solving skills and the ability to design practical solutions to complex research challenges
• Strong communication and collaboration skills for effective cross-functional teamwork
• Demonstrated interest and knowledge in cryptocurrencies, blockchain technologies, and DeFi

Are you keen to work in a well-resourced startup environment, where your ideas, experience, and drive to find creative solutions makes a difference? We’d like to hear from you.