Quantitative Analyst

Opportunity

Quantitative Analyst

We are building a blockchain-based fully automated and open derivatives exchange and are looking for a Quantitative Analyst.

About you

You are a Quantitative Analyst with experience in cross asset derivatives and their risk management or algorithmic trading or a recent graduate with necessary technical background and willingness to learn on the job and grow with the role. You can analyse and understand complex systems and choose the right tools to model their behaviour and reason about them.

About the project

Vega is building a high-throughput, low-latency platform for decentralised margin trading of financial products. We believe that markets should be open and participants should benefit from a well functioning marketplace. The project began in early 2018, and our testnet was opened to the public in late 2020. You can try it out at https://testnet.vega.trading.

Our team of 30 is interested in learning from each other and solving complex challenges, with a vibe that can be described as ‘relaxed excellence’. Our professional backgrounds include trading and markets infrastructure, development, academia, and business management. We operate distributed, cross-functional teams.

About the role

You will work in the Research team working on new product and protocol development. You will work closely with the engineering team who are implementing the core protocol. Your main tasks will be:

  • Developing specifications or prototype code as well as validating test scenarios for the core protocol.
  • Developing new risk models for derivative pricing / risk and the calibration tools required to run them.
  • Analysing the entire protocol using scenario testing / agent based modelling / game theoretical analysis as appropriate.
  • Publish interesting results in papers / blogs and present at appropriate conferences.

Relevant qualities or experience

Required

  • Degree in a numerate discipline (Maths or Physics preferred)
  • Knowledge of at least one of: stochastic modelling, dynamical systems, game theory
  • Collaborative and able and willing to work in a remote-first environment
  • Strong programming skills
  • Knowledge of at least one of: derivatives risk modelling, algorithmic trading

Desirable, but not essential

  • Working knowledge of Go and Python
  • PhD in Maths / Physics
  • Experience in technical writing
  • Experience in science communication
  • Prior experience working remotely

To apply send your CV to jobs@vega.xyz