A fast-growing
digital asset derivatives trading firm
is looking to onboard a
Quantitative Researcher – Pricing Models
to work closely with the senior trading leadership team. The firm operates in a high-performance trading environment across crypto derivatives and is looking for a strong derivatives quant to enhance existing pricing models and develop new quantitative models from first principles.

The role offers the opportunity to work directly with the trading team, with no hierarchy and significant ownership over quantitative research and model development.
Prior crypto experience is not required
— the firm is particularly interested in robust derivatives and volatility quants who have a genuine interest in crypto markets.

Responsibilities:
- Research, develop, test, and enhance pricing models for
perpetuals and vanilla options
- Develop and prototype new mathematical models for derivatives and tokenized structures
- Calibrate and maintain
volatility surfaces, skew/smile dynamics, and funding-rate models
- Perform model validation, benchmarking, backtesting,



and stress testing across extreme market regimes
- Analyse
Greeks, P&L;, liquidity exposure, and model behaviour
under normal and tail-risk scenarios
- Read, critique, and implement quantitative research papers and complex mathematical methodologies
- Work closely with trading and technology teams to translate research into production-grade quantitative models

Qualifications:
- 4+ years
of experience in derivatives pricing, quantitative research, model development, model validation, or a closely related quantitative role
- Solid experience with
derivatives pricing and volatility modelling
- Experience with areas such as
SABR, Local Vol, Stochastic Vol, Heston, Hull-White, volatility surfaces, Monte Carlo, PDEs, or numerical methods
- Strong understanding of options, Greeks, calibration, and model risk
- Strong
Python or C++
skills for quantitative prototyping and analysis
- Ability to quickly understand a

📌 Quantitative Researcher – Pricing Models (India)
🏢 Sartre Group
📍 India