Our client is one of the leading digital asset exchange and blockchain ecosystem and is serving over 50 million users globally. They are seeking an Exotic Derivatives Pricing Quant to join our rapidly growing digital asset trading firm. The successful candidate will collaborate with traders and senior quants to develop in-house analytics libraries for pricing complex cryptocurrency derivatives. Key Responsibilities: 1. Implement and refine analytics libraries for exotic cryptocurrency derivatives pricing. 2. Develop and optimize pricing models utilizing GPU acceleration. 3. Integrate Python libraries for numerical computations and data analysis. 4. Calibrate volatility models using liquid listed options data. 5. Work with developers to integrate quant libraries into live systems. Qualifications: 1. Advanced degree in a quantitative discipline (MSc/PhD in Math, Physics, Financial Engineering, or Computer Science preferred). 2. Profound understanding of advanced probability theory and stochastic calculus. 3. Practical experience with GPU programming and relevant libraries (CUDA, CuPy, JAX, TensorFlow, PyTorch). 4. Knowledge of numerical methods (Monte Carlo, PDE solvers, lattice methods). 5. Familiarity with stochastic volatility and jump-diffusion models (advantageous). Benefits: 1. Competitive compensation package. 2. Learning and development programs. 3. Team building activities and company events.