Quant Researcher, OEX

We are looking for a quant researcher to join our global exchange team. You will be contributing to the building of a fast-growth trading platform with innovative, multi-asset products bridging traditional finance (TradFi) and digital markets. For all roles, we look for people who are passionate about financial market innovation, equipped with energy, act as owners, and have exemplary work ethics.

Responsibilities

• Develop, implement, and validate derivatives pricing models for new and existing products across various asset classes (e.g., equities, commodities, futures, perpetuals, options).

• Monitor and analyze real-time and historical portfolio risk, including exposure, leverage, margin utilization, concentration, and liquidation.

• Design optimal automated liquidation logic and algorithms to balance market risk with market impact during extreme volatility.

• Perform scenario analysis and stress testing across a range of market conditions.

• Provide risk input into product onboarding, listing reviews, and regular risk parameter reviews: haircuts, margin levels, liquidation thresholds, index pricing, funding rates, and position limits.