About the Company A regulated financial markets firm bringing institutional standards to the rapidly evolving digital assets sector. Key Responsibilities Lead Quantitative Model Development: Oversee the creation, validation, and optimization of models for pricing Bitcoin index futures and options, ensuring accuracy, scalability, and regulatory compliance. Risk Management: Develop and refine risk models (e.g., VaR, Expected Shortfall, SPAN) to support trading and clearing operations, collaborating with clearing partners for robust counterparty risk management. Volatility Surface and Index Computation: Enhance interpolation routines to maintain smooth and accurate volatility surfaces and oversee the computation of digital asset indices using market data from multiple exchanges. Research and Innovation: Lead research initiatives to extract insights from internal and external market data, contributing to white papers and thought leadership. Team Leadership: Manage and mentor a team of quantitative analysts, fostering a culture of collaboration, innovation, and analytical rigor. Cross-Functional Collaboration: Work closely with Compliance, Risk, Operations, and Technology teams to ensure models meet regulatory standards and support high-throughput, low-latency trading systems. Stakeholder Engagement: Liaise with senior management, clearing counterparties, and regulators to provide insights on model performance, market trends, and risk exposures. Continuous Improvement: Monitor and refine quantitative computations, implementing auditable manual adjustments when necessary, and stay updated on industry developments in digital asset derivatives. Skills and Qualifications Educational Background: Advanced degree (Master’s or PhD) in a quantitative discipline such as Mathematics, Financial Engineering, Physics, or Computer Science. Experience: 10 years in quantitative research, with at least 5 years in a leadership role within financial services, preferably in derivatives trading or market infrastructure. Proven expertise in futures and options pricing, volatility modeling, and curve-fitting techniques. Experience with digital asset markets or fintech is highly desirable. Technical Skills: Proficiency in programming languages such as Python, R, C++, or Matlab for model development and data analysis. Strong understanding of risk models (VaR, Expected Shortfall, SPAN) and financial market infrastructure. Familiarity with high-performance computing and low-latency systems is a plus. Regulatory Knowledge: In-depth understanding of financial services regulations, particularly those related to derivatives trading. Leadership and Communication: Exceptional verbal and written communication skills to articulate complex quantitative concepts to non-technical stakeholders. Proven ability to lead and mentor diverse teams in a fast-paced, global environment. Personal Attributes: Entrepreneurial mindset with a proactive approach to problem-solving. Ability to manage competing priorities and meet demanding deadlines. High degree of initiative, attention to detail, and commitment to diversity and inclusion. Interested and qualified candidates please send your resume to e.lam@wellesleys.com. Only shortlisted candidates would be notified.