Quantitative Analyst

OKX logo OKX

Job Description

About OKX:

At OKX, we believe our future is reshaped with technology. Founded in 2017, OKX is one of the world’s leading cryptocurrency spot and derivatives exchanges. OKX innovatively adopted blockchain technology to reshape the financial ecosystem by offering some of the most diverse and sophisticated products, solutions, and trading tools on the market. Trusted by more than 20 million users in over 180 regions globally, OKX strives to provide an engaging platform that empowers every individual to explore the world of crypto. In addition to its world-class DeFi exchange, OKX serves its users with OKX Insights, a research arm that is at the cutting edge of the latest trends in the cryptocurrency industry. With its extensive range of crypto products and services, and unwavering commitment to innovation, OKX vision is a world of financial access backed by blockchain and the power of decentralized finance. We invest in our people as much as we invest in technology. We are united by our engaging culture, here we win as a team, embrace changes, and do the right thing. We are committed to creating a friendly, rewarding and diverse environment for OKers. It doesn’t matter where you come from, here everyone feels valued, respected and has the same opportunities to develop and thrive — we want to bring out the best in you


What we offer:

  • An opportunity to work at a world leading blockchain company

  • Team with experts from Goldman/JP Morgan/Nomura Securities/Credit Suisse/Alipay/Tencent/Facebook

  • Play an important role in making a difference in financial markets every day

  • The chance to transform the industry and to be part of the next global financial markets breakthrough

  • Join one of the most trusted and fastest-growing exchange with dozens of billions daily trading volume, serving more than 10 million customers globally

  • Flat organizational structure enabling you to grow fast with help from leaders and senior colleagues

  • Very competitive remuneration package

How the daily work looks like:

  • Implement analytics libraries for the risk management team to measure the risk of vanilla and structured cryptocurrency derivatives including mark price, liquidation thresholds, etc

  • Develop quantitative models using numerical techniques such as Monte Carlo Methods, PDE solvers to evaluate different types of derivatives under different models, such as the Stochastic Local Volatility Model, the SABR model, and the Jump-diffusion model to gauge risk under different market conditions

  • Coordinate with developers to integrate the quant library into the exchange's risk management system

Ideal candidate must have:

  • Solid STEM (Science/Technology/Engineering/Mathematics) education background. Candidates with MSc/PhD background in Math/Physics/Financial Engineering/Computer Science are highly preferred

  • Deep understanding in advanced probability theory and stochastic calculus

  • Fluent with at least one OOP language, preferably in Java. Knowledge in Python and its related library is a plus

  • Experience in numerical methods such as Monte Carlo Methods, PDE solvers, and lattice methods

  • Familiarity with stochastic volatility models/jump-diffusion models and their implementations is a plus

  • Willing to learn all aspects of trading products in financial and cryptocurrency markets, including vanilla and exotic product

Nice to have:

  • Familiarity with blockchain and cryptocurrency exchanges
  • Leading company experience
Register to Apply

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