Rock Bund Capital

Senior Quant Strategist (Options)

Rock Bund Capital  •  Singapore, SG (Onsite)  •  2 days ago
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Job Description

Who We Are

Founded in 2019, Rock Bund Capital is a proprietary trading firm deeply committed to shaping the future of the cryptocurrency industry. We have an average daily trading volume reaching $1 billion and peak daily trading volume of $9 billion USD. We process over 15 million transactions daily, trading more than 1,000 symbols across major CEx and DEx.

Our team combines expertise in traditional finance, quantitative research, and advanced engineering with a deep understanding of blockchain technology. This unique blend enables us to excel in trading across complex crypto markets, including both CeFi and DeFi, while providing capital and strategic guidance to projects that drive innovation and foster sustainable growth in the crypto industry.

We are seeking a highly analytical Options Trader to join our volatility trading desk. In this role, you will design, backtest, and deploy systematic options trading strategies for the cryptocurrency market. You will bridge the gap between deep quantitative research and live execution.

What You Will Do
  • Strategy Development: Research, design, and implement quantitative trading strategies specifically for crypto options, including market making and systematic positional strategies
  • Research Pipeline: Manage the end-to-end research lifecycle - from raw data gathering and feature engineering to model training and backtesting
  • Algorithmic Optimization: Develop and refine trading algorithms to improve execution efficiency and capture market inefficiencies in volatility pricing
  • Risk Management: Monitor live trading exposures and implement robust risk-control frameworks to manage Greeks (Delta, Gamma, Vega, Theta) in volatile markets
  • Performance Analysis: Conduct post-trade analysis and PnL attribution to identify areas for strategy improvement

Who You Are

  • Experience: 5 years of experience in quantitative trading or research, with a strong preference for derivatives or options experience
  • Education: Bachelor’s or Master’s degree (PhD preferred for research-heavy roles) in a quantitative field such as Mathematics, Physics, Financial Engineering, or Computer Science
Technical Skills
  • High proficiency in Python for data analysis and strategy development
  • Proficiency in C++ is highly desirable for high-frequency trading (HFT) or low-latency infrastructure
  • Experience with ClickHouse or other databases for handling large-scale tick data
  • Market Knowledge: Deep understanding of options pricing models (e.g., Black-Scholes), volatility dynamics, and crypto market microstructure
Preferred Skills
  • Demonstrated live trading track record with a strong Sharpe Ratio
  • Experience in high-frequency trading (HFT) environments

Why Join Us

  • Competitive remuneration package and a meritocratic culture where accomplishments are rewarded
  • Fast paced and result-oriented with a flat structure
  • Teams collaborate in a casual working environment
  • Excellent exposure to the digital asset ecosystem and the latest market insight
  • Great career development opportunities

Disclaimer
We do not accept unsolicited resumes from any professional staffing or search firms. All resumes, or any other information identifying potential candidates, shared with any employee of Rock Bund Capital or its affiliates by any method without a standing signed supplier agreement will be deemed free to contact without restrictions, and no placement fee of any kind will be paid in the event the candidate is hired by Rock Bund Capital or any of its affiliates.

Rock Bund Capital

About Rock Bund Capital

Founded in 2019, Rock Bund Capital is a proprietary trading firm deeply committed to shaping the future of the cryptocurrency industry. While leveraging advanced technology and systematic strategies to succeed in dynamic markets, we view our role as more than just traders — we are builders, innovators, and collaborators in the digital asset ecosystem.

Our team combines expertise in traditional finance, quantitative research, and advanced engineering with a deep understanding of blockchain technology. This unique blend enables us to excel in trading across complex crypto markets, including both CeFi and DeFi, while providing capital and strategic guidance to projects that drive innovation and foster sustainable growth in the crypto industry.

Our mission is to drive the development of a more transparent, efficient, and sustainable crypto economy. By continually evolving our strategies and technology, we aim to deepen market liquidity and facilitate value discovery across the ecosystem.

Industry
Finance & Insurance
Company Size
11-50 employees
Headquarters
Unknown
Year Founded
2019
Website
rockbundcapital.com
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