Junior Quant, Financial Engineer

Summary

Join Premia's Research Team as a Junior Quantitative Analyst, contributing to a decentralized finance (DeFi) protocol specializing in options trading. You will collaborate with various departments to develop and maintain Premia's options trading infrastructure, implement portfolio margin calculations, build risk monitoring systems, design liquidation mechanisms, and create data pipelines. This role requires strong Python programming skills, experience with real-time data processing, and a solid understanding of blockchain concepts. A Bachelor's or Master's degree in a related field and 0-2 years of experience in quantitative development are necessary. Premia offers a fully remote work environment and the opportunity to be part of a team revolutionizing digital asset exchange.

Requirements

• Strong Python programming skills
• Experience with real-time data processing (FastStream, Redis)
• Understanding of blockchain concepts and smart contracts
• Familiarity with Web3 libraries
• Strong understanding of git and collaborative development
• Familiarity with cloud platforms (AWS/GCP)
• Strong foundation in probability and statistics
• Understanding of Black-Scholes model and risk metrics
• Understanding of options Greeks and implied volatility surfaces
• Knowledge of European options pricing and risk calculations
• Bachelor's or Master's degree in Computer Science, Mathematics, Physics, or related field
• 0-2 years of experience in quantitative development

Responsibilities

• Develop and maintain Premia's options trading infrastructure using Python
• Implement and optimize portfolio margin calculations for crypto options
• Build real-time risk monitoring systems using FastStream and Redis
• Help design and implement liquidation mechanisms for underwater positions
• Create and maintain data pipelines for market data and on-chain metrics

Preferred Qualifications

• Passion for DeFi and crypto derivatives
• Strong analytical and problem-solving abilities
• Self-motivated learner comfortable with rapid iteration
• Ability to work in a fast-paced startup environment

Benefits

Fully remote organization