Systematic Options Researcher / Trader (Market Making)

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Systematic Options Researcher / Trader (Market Making)

About Us

GSR is crypto’s capital markets partner, helping founders and institutions scale with confidence. With over a decade of specialized expertise, we deliver institutional-grade market making, OTC trading, and strategic venture capital to support growth at every stage.

Our value goes beyond execution. We provide access to liquidity, real-time market intelligence, and strategic guidance shaped by years operating at the center of global crypto markets. We bridge the gap between traditional finance and digital assets, connecting teams with the capital, market access, and insights they need to build what’s next.

About the Role

We are looking for a Systematic Options Researcher / Trader to join our Cryptocurrency Options Market Making team. This role focuses on the research, development, and deployment of systematic strategies for pricing, quoting, and risk management in options markets.

You will operate at the intersection of quantitative research, real-time trading systems, and production strategy deployment — contributing directly to live trading performance in highly competitive markets. This role is suited for someone with strong quantitative intuition, deep options knowledge, and solid engineering capabilities.

Responsibilities

• Develop and improve systematic options market-making strategies.
• Design and calibrate volatility models, skew models, and surface construction frameworks.
• Research and implement pricing models for vanilla and multi-leg options strategies.
• Optimize quoting logic under microstructure constraints (latency, queue position, fill probability).
• Design and evaluate delta, gamma, and vega hedging frameworks.
• Build robust backtesting tools and simulation environments for options strategies.
• Analyze trading performance and identify opportunities for improvement.
• Collaborate closely with developers to deploy research into production systems.
• Monitor live strategies and iterate quickly in response to market behaviour.

Requirements

Technical Skills

• Strong programming skills in Python (research, prototyping, data analysis) and C/C++ or Rust (performance-critical production systems).
• Experience working with real-time trading systems.
• Strong foundation in probability, statistics, and stochastic processes.
• Experience with volatility modelling and options pricing.
• Ability to work with large datasets and build scalable research pipelines.

Quantitative Background

• Strong understanding of Black–Scholes and advanced pricing frameworks, volatility surfaces and skew dynamics, Greeks and risk management, and market microstructure.
• Prior experience in systematic trading or market making is highly preferred.

What We Offer

• A collaborative and transparent company culture founded on Integrity, Innovation, and Performance.
• Benefits including healthcare, dental, vision, retirement planning, 30 days of holiday, and free lunches when in the office.
• Hybrid working pattern across our global offices in London, the US, Singapore, Zug, and Malaga.
• Regular Town Halls, team lunches, offsites, and social events.
• A strong Corporate and Social Responsibility program, including charity matching and volunteer days.
• Immigration and relocation support where required.

Equal Opportunity Statement

GSR is proudly an Equal Employment Opportunity employer. We do not discriminate based on any legally protected characteristics such as race, religion, colour, national origin, sexual orientation, gender, gender identity, gender expression, or age.

We operate as a meritocracy — all aspects of hiring, promotion, and performance management are based on business needs and individual merit and competence.

Learn more about us atwww.gsr.io