Senior Crypto Portfolio Manager - Options & Derivatives at DRW | London, England | Rezi

Senior Crypto Portfolio Manager - Options & Derivatives at DRW

Senior Crypto Portfolio Manager - Options & Derivatives

DRW · London, England

1 months ago

Senior Crypto Portfolio Manager - Options & Derivatives

DRW · London, England

2 months ago
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About the Role

DRW is seeking a senior investment professional to lead the design and implementation of derivative investment strategies and portfolio construction across crypto markets. This role requires deep options expertise combined with a holistic understanding of crypto trading, portfolio construction, asset allocation, and fiduciary responsibility, operating across OTC, CEX, and DeFi implementations.

Responsibilities

  • Strategy design, mandate management, liquidity management, and fiduciary oversight.
  • Design and implement options strategies (yield enhancement, hedging, vol capture, delta-neutral, structured products).
  • Multi-venue execution (OTC, CEX, DeFi).
  • Exotic/vanilla pricing expertise.
  • Real-time Greeks management.
  • Bespoke OTC structuring.
  • Proprietary model development (pricing, implied vol, risk).
  • Volatility forecasting frameworks.
  • Backtesting and validation.
  • Performance attribution.
  • Ongoing academic/practitioner research engagement.
  • DeFi yield and hedging opportunities.
  • Smart contract risk assessment.
  • On-chain data integration.
  • Vault-based and AMM strategies.
  • DeFi-specific risk monitoring.
  • VaR, stress testing, scenario analysis, drawdown and liquidity monitoring.
  • Counterparty credit risk.
  • Regulatory compliance.
  • Institutional-standard documentation.
  • Mentoring junior team members.
  • Fostering intellectual rigour.
  • Contributing to operational infrastructure and scaling.

Requirements

  • 10+ years in trading.
  • Ideally 4+ years managing crypto portfolios.
  • Proven options/derivatives track record.
  • OTC, CEX & DeFi experience.
  • Proficient programmer.
  • Experience with quantitative libraries.
  • Familiar with PMS/RMS/OMS platforms.
  • Blockchain analytics tools.
  • On-chain data sources.
  • Smart contract mechanics.
  • DeFi protocol evaluation.

Skills

  • Options pricing theory
  • Quantitative analysis
  • Portfolio construction
  • Asset allocation
  • Fiduciary responsibility
  • Options strategies
  • Derivatives
  • Crypto trading
  • OTC
  • CEX
  • DeFi
  • Quantitative programming
  • Quantitative libraries
  • PMS/RMS/OMS platforms
  • Blockchain analytics tools
  • On-chain data sources
  • Smart contract mechanics
  • DeFi protocol evaluation

Location

  • Chicago

Work Type

  • Full-time

Experience Level

  • Senior
  • 10+ years in trading
  • 4+ years managing crypto portfolios

Education Level

  • Quantitative degree required (Maths, Physics, CS, Financial Engineering, Stats, Economics)
  • Master's/PhD
  • CFA/FRM/CQF advantageous

About the Company

  • DRW is a diversified trading firm with over 3 decades of experience bringing sophisticated technology and exceptional people together to operate in markets around the world.
  • We value autonomy and the ability to quickly pivot to capture opportunities, so we operate using our own capital and trading at our own risk.
  • Headquartered in Chicago with offices throughout the U.S., Canada, Europe, and Asia, we trade a variety of asset classes including Fixed Income, ETFs, Equities, FX, Commodities and Energy across all major global markets.
  • We have also leveraged our expertise and technology to expand into three non-traditional strategies: real estate, venture capital and cryptoassets.
  • We operate with respect, curiosity and open minds.
  • The people who thrive here share our belief that it’s not just what we do that matters–it's how we do it.
  • DRW is a place of high expectations, integrity, innovation and a willingness to challenge consensus.