Front Office Quantitative Analyst (Derivatives)

Job at GSR

Mayfair, Greater London

Full time

About us: Founded in 2013, GSR is a crypto market maker with more than 300 employees in 5 countries. We provide billions of dollars of liquidity to cryptocurrency protocols and exchanges on a daily basis. We build long-term relationships with cryptocurrency communities and traditional investors by offering exceptional service, expertise, and trading capabilities tailored to their specific needs. GSR works with token issuers, traders, investors, miners, and more than 60 cryptocurrency exchanges around the world. In volatile markets we are a trusted partner to crypto native builders and to those exploring the industry for the first time. Our team of veteran finance and technology executives from Goldman Sachs, Two Sigma, Citadel, and Tower Research among others, has developed one of the world’s fastest and most robust trading platforms designed to navigate issues unique to the digital asset markets. We have continuously improved our technology throughout our history, allowing for our clients to scale and execute their strategies with the highest level of efficiency. Working at GSR is an opportunity to be deeply embedded in every major sector of the cryptocurrency ecosystem. You will help to deliver a fast, reliable and best-in-class production analytics code base for our global trading franchise. You will report to the Head of Quantitative Analytics in Trading and work during UK or European business hours with a willingness to travel if necessary. As part of the team, your responsibilities will be to: Develop and maintain the quantitative analytics library used for our in-house pricing and risk management system. Support the trading desks to maximize revenue targets by delivering analytics across our business lines. Work on pricing framework, model validation, internal model changes and contribute to regulatory requirements. Maintain the analytics library to support trades both on and off the run. Your profile: You will have between 5 to 12 years experience in a similar role previously. Very Strong background in using numerical methods for vanilla & exotic derivative valuations. Familiarity with all major derivative products past and present in equity, rates, FX or commodity markets. Solid understanding of volatility products and vol surface modeling. Strong programming in C++ 17/20, Python. Excellent analytical, communication and presentation skills. Ph.D. or DEA educated in a quantitative field (Physics, Maths, Financial Engineering). What we offer: A collaborative and transparent company culture founded on Integrity, Innovation and Performance. Competitive Salary with two discretionary bonus’ payments a year. Benefits such as Healthcare, Dental, Vision, Retirement Planning, 30 days holiday and free lunches when in the office. Hybrid working pattern in all of our offices from London, New York, Singapore, Zug and Malaga. Regular Town Halls and off-sites, team lunches and drinks. A Corporate and Social Responsibility program as well as charity fundraising matching and volunteer days. Immigration and relocation support where required. GSR is proudly an Equal Employment Opportunity employer. We do not discriminate based upon any applicable legally protected characteristics such as race, religion, colour, country of origin, sexual orientation, gender, gender identity, gender expression or age. We operate a meritocracy, all aspects of people engagement from the decision to hire or promote as well as our performance management process will be based on the business needs and individual merit, competence in the role. Learn more about us at

Company: GSR


Skills: financeanalystanalyst

Please support us by letting GSR know that you found the job on Aworker. Thank you🙏


web3 jobs

Join 0+ people getting web3 jobs in their inbox