Options Trader
Wintermute, London/New York
What you will do
- Monitor and rationalise crypto market flows across spot, perpetuals, futures, and options to identify volatility and skew dislocations.
- Analyse exchange-level positioning, funding dynamics, open interest, and on/off-exchange flows to uncover structural and tactical trading opportunities.
- Research and backtest volatility surface dynamics, term structure, skew behaviour, relative value and dispersion trades across major digital assets (e.g. BTC, ETH and liquid altcoins).
- Develop and refine alpha signals combining market microstructure insights with quantitative research tools.
- Actively participate in trading and risk-managing a multi-exchange crypto options portfolio, including delta, vega, gamma, and cross-venue risk.