Head of Quant Analysis & Software Engineering

Lico Resources is partnering with a leading digital asset trading firm at the forefront of innovation in structured products and derivatives markets.

We are seeking an accomplished quantitative leader to spearhead model development and analytics for a high-performing digital asset derivatives desk. This is a senior-level opportunity to drive the architecture of front-office pricing and risk models, working closely with traders, quant developers, and product specialists across a diverse suite of exotic and vanilla options strategies.

This role is ideal for a quantitative expert who thrives on solving complex mathematical problems, building robust libraries, and mentoring high-performing teams-all within the dynamic and rapidly evolving world of digital assets.

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### ..Key Responsibilities..

- Lead the design and implementation of front-office quantitative models for structured and exotic digital derivatives

- Guide the development of calibration frameworks to adapt models to evolving market conditions and volatility regimes

- Oversee model validation, documentation, and integration with front-office systems and pricing engines

- Collaborate with quant developers to translate model specifications into scalable production libraries

- Build tools to support intraday risk management, scenario analysis, and portfolio analytics

- Provide technical leadership and mentorship to a team of quantitative modellers and researchers

- Partner with trading and structuring teams to explore new product opportunities and valuation techniques

- Stay ahead of market trends and academic developments to continuously refine model performance and design

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### ..Qualifications..

..Must-Have:..

- Postgraduate degree (PhD or MSc) in Mathematics, Physics, Engineering, Finance, or a related quantitative discipline

- Deep experience in derivative pricing, model calibration, and stochastic modelling (minimum 10 years)

- Strong theoretical foundation in stochastic calculus, numerical methods (Monte Carlo, PDE, Trees), and random processes

- Solid programming capabilities, ideally with exposure to C++, C#, or similar languages used in financial modelling

- Familiarity with model architecture used in exotic and structured product trading

- Proven ability to lead and mentor quant teams in high-performance environments

- Excellent communication skills, with the ability to explain complex models to both technical and non-technical stakeholders

..Nice to Have:..

- Background in digital assets or crypto derivatives markets

- Experience with pricing engines for exotics or structured options products

- Exposure to C#-based quant libraries or risk frameworks

- A track record of publishing technical documentation and quantitative research

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### ..Why Join This Firm..

- Direct leadership over a mission-critical function driving derivatives trading strategies

- High-impact, high-visibility role with room to innovate and drive technical evolution

- Culture that values deep expertise, collaborative thinking, and autonomy

- Flat organizational structure where your voice is heard at all levels

- Competitive compensation structure with flexible working arrangements

- Opportunity to shape the future of digital derivatives in a fast-moving, entrepreneurial environment

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If you are interested in this role, please send us your updated resume today to [Confidential Information] quoting reference number ..A07868... Please note that only shortlisted candidates will be notified.

Data provided is for recruitment purposes only.

..Job Reference No: A07868..

..EA Licence No.: 13C6733..

..EA Registration No.: R1333454..