Delta Exchange
51 - 200 employees
Founded 2018
₿ Crypto
💳 Fintech
🏪 Marketplace
💰 $5M Initial Coin Offering - Delta Exchange on 2021-03
Crypto • Fintech • Marketplace
Delta Exchange is a crypto derivatives exchange offering futures and options trading for major cryptocurrencies such as Bitcoin and Ether. It provides 24/7 markets with efficient margining, INR-denominated margin and P/L, and INR deposit/withdrawal and settlement, allowing users in India to trade crypto derivatives without owning the underlying assets. The platform is registered with the FIU (Government of India) and presents features like an algo marketplace, token listings including RWA tokens, and pro trading tools optimized for mobile and web.
Quantitative Researcher – Pricing Model
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Delta Exchange
51 - 200 employees
Founded 2018
₿ Crypto
💳 Fintech
🏪 Marketplace
💰 $5M Initial Coin Offering - Delta Exchange on 2021-03
Crypto • Fintech • Marketplace
Delta Exchange is a crypto derivatives exchange offering futures and options trading for major cryptocurrencies such as Bitcoin and Ether. It provides 24/7 markets with efficient margining, INR-denominated margin and P/L, and INR deposit/withdrawal and settlement, allowing users in India to trade crypto derivatives without owning the underlying assets. The platform is registered with the FIU (Government of India) and presents features like an algo marketplace, token listings including RWA tokens, and pro trading tools optimized for mobile and web.
📋 Description
• Model Development & Optimization: Enhance Existing Models: Test, benchmark, and improve current pricing models for plain vanilla perps and options (crypto & equity tokens). • Build from Scratch: Design and prototype novel mathematical models for new derivative instruments and tokenized structures. • Test Core Assumptions: Deeply audit, challenge, and empirically test underlying model assumptions against live 24/7 market data. • Model Risk & Validation: Validation & Governance: Perform end-to-end model validation, identifying edge cases, structural limitations, and failure points. • Risk & Stress Testing: Evaluate model performance, greeks (delta, gamma, vega), and liquidity exposure under extreme market scenarios and tail-risk events. • Quantitative Research & Volatility: Volatility Analytics: Calibrate and maintain raw volatility pricing, implied volatility surfaces, skew/smile dynamics, and funding rate models. • Research Implementation: Read, critique, and implement cutting-edge technical/academic research papers to solve complex quantitative problems.
🎯 Requirements
• Derivatives & Volatility Expertise: Hands-on experience with derivatives pricing (options, perps), raw volatility modeling, and surface calibration. • Model Validation Background: Strong track record in model risk, backtesting, and stress testing within quantitative finance or trading environments. • First-Principles Mindset: Ability to deconstruct crypto market mechanics from first principles rather than relying strictly on legacy TradFi assumptions. • Research Capability: Ability to quickly digest and code complex formulas from technical research papers. • Technical Skills: Advanced proficiency in Python (NumPy, SciPy, Pandas) or C++ for quantitative prototyping and analysis. • Education: Master’s or Ph.D. in Financial Engineering, Quantitative Finance, Mathematics, Physics, or a related field. • Domain Knowledge: Strong understanding of crypto market microstructure, funding rates, and tokenized equity/RWA assets.
🏖️ Benefits
• Collaborative remote work environment that allows you to have a work life balance. • Growth framework that drives fast, continuous improvement • Opportunity to learn and collaborate with the leadership team. • Exciting team offsites and employee engagement activities. • Competitive compensation and exposure to closely with teams.
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