Crypto Quantitative Researcher

Role Definition

You are not just a strategy developer; you are the
Logical Architect of a Financial System
. We need you to leverage your profound background in financial engineering—specifically in
Option Pricing and Volatility Surface Modeling
—to deconstruct complex, non-linear trading logic into standardized modules that can be invoked by AI agents. You will define our system's survivability and profitability boundaries under extreme market conditions.

Core Challenges

1. Architect Non-Linear Market Making Strategies (Volatility & Derivatives)

2. Beyond Spot/Perp
   : Go beyond basic Spot/Perp market making by introducing
   Options
   and
   Volatility
   dimensions for advanced hedging strategies.

3. Dynamic Greeks Management
   : Design dynamic Greeks management modules, enabling AI Agents to understand and automatically balance
   Delta/Gamma/Vega
   risks.

4. Design Event-Driven Simulat...