The Binance Accelerator Program - Quantitative Analyst (Derivatives) offers a unique opportunity for early career talent to gain experience in the Web3 space. As a quantitative analyst, you will work on improving derivative pricing models, researching new trading strategies, and developing risk management frameworks. You will collaborate with various teams, including traders, researchers, and developers. The program is designed for current university students and recent graduates who are passionate about solving challenging problems in a fast-paced environment. With a minimum commitment of 4 days per week for at least 3 months, you will have the chance to develop transferable skills and expand your professional network. This role is ideal for those with a strong academic background in mathematics or statistics, and prior experience in quantitative roles or machine learning algorithms is advantageous.

About Binance Accelerator Program

Binance Accelerator Program is a concise fixed-term program designed for Early Career Talent to have an immersive experience in the rapidly expanding Web3 space. You will be given the opportunity to experience life at Binance and understand what goes on behind the scenes of the worlds’ leading blockchain ecosystem. Alongside your job, there will also be a focus on networking and development, which will expand your professional network and build transferable skills to propel you forward in your career. Learn about BAP Program HERE

Who may apply: Current university students and recent graduates

The role:

The overall business covers spot and derivatives OTC trading, electronic flows, agency execution, and API liquidity solutions. The successful candidate will be exposed to an exciting interdisciplinary environment, and solve challenging problems.

Responsibilities:

Review and improve performance of existing derivative pricing, quoting and risk models.
Research new trading and hedging strategies, and analyze existing ones to identify potential improvements.
Collect conventional and alternative data, conceptualize, design and test predictive statistical models.
Develop risk management frameworks and tools to manage portfolio risks.
Work jointly with traders, researchers, operations, developers and other teams within the firm.
Take analysis tasks from senior members in the team

Requirements:

Master degree or higher in mathematics/statistics or similar relevant area of study required.
Proven track record of good academic achievement and great learning skills, love to solve challenging problems and work in a fast-paced environment.
Able to commit minimum 4 days per week for at least 3 months.
Familiar with derivatives and options pricing, trading strategies and risk management.
Familiar with at least one programming tool for analysis. Python is strongly preferred.
Familiar with database languages such as SQL.
Prior experience in a similar quantitative role is advantageous.
Experience with Machine Learning algorithms is advantageous.
Self-motivated, independent, and Intellectually curious. Able to communicate ideas and models effectively to multidisciplinary stakeholders.

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