Senior Front Office Quantitative Analyst (must have Monte-Carlo and FX or Equity Derivatives)

  • Applications may have closed

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
GSR is looking for an experienced Front Office Quantitative Analyst with strong derivatives knowledge to join our busy and dynamic team on a full-time basis
This role has been created due to expansion of the business
You will help to deliver a fast, reliable and best-in-class production analytics code base for our global trading franchise
This person will report to the Head of Quantitative Analytics in Trading, and work during UK or European business hours

As part of the team, your responsibilities will be to:

    • Reviewing and analysing derivative models for price
    • Develop and maintain the quantitative analytics library used for our in-house pricing and risk management system
    • Support the trading desks to maximise 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:

    • Strong background in using numerical methods including Monte-Carlo, Stochastic Calculus 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 modelling
    • Strong programming in C++ 17/20, Python
    • Excellent analytical, communication and presentation skills
    • PhD 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 include 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
 Comprehensive Corporate and Social Responsibility programs including matching charity fundraising and volunteer days
   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

Listed in: , , , , , , , , , , , ,