About the company
Founded in 2013, GSR is a leading market-making and programmatic trading company in the exciting and fast-evolving world of cryptocurrency trading. With more than 200 employees in 5 countries, we provide billions of dollars of liquidity to cryptocurrency protocols and exchanges on a daily basis. We build long-term relationships with cryptocurrency communities and traditional investors by offering exceptional service, expertise and trading capabilities tailored to their specific needs. GSR works with token issuers, traders, investors, miners, and more than 30 cryptocurrency exchanges around the world. In volatile markets we are a trusted partner to crypto native builders and to those exploring the industry for the first time. Our team of veteran finance and technology executives from Goldman Sachs, Two Sigma, and Citadel, among others, has developed one of the worldās most robust trading platforms designed to navigate issues unique to the digital asset markets. We have continuously improved our technology throughout our history, allowing for our clients to scale and execute their strategies with the highest level of efficiency. Working at GSR is an opportunity to be deeply embedded in every major sector of the cryptocurrency ecosystem.
Job Summary
Responsibilities
šDevelop and improve systematic options market-making strategies. šDesign and calibrate volatility models, skew models, and surface construction frameworks. šResearch and implement pricing models for vanilla and multi-leg options strategies. šOptimize quoting logic under microstructure constraints (latency, queue position, fill probability). šDesign and evaluate delta, gamma, and vega hedging frameworks. šBuild robust backtesting tools and simulation environments for options strategies. šAnalyze trading performance and identify opportunities for improvement. šCollaborate closely with developers to deploy research into production systems. šMonitor live strategies and iterate quickly in response to market behaviour.
Requirements
šTechnical Skills šStrong programming skills in Python (research, prototyping, data analysis) and C/C++ or Rust (performance-critical production systems). šExperience working with real-time trading systems. šStrong foundation in probability, statistics, and stochastic processes. šExperience with volatility modelling and options pricing. šAbility to work with large datasets and build scalable research pipelines.
If youāre passionate about blockchain and decentralized technologies, explore more opportunities in web3 and cryptocurrency careers.
