About BIT:
BIT (formerly Matrixport) is a global digital asset financial services and infrastructure group. Headquartered in Singapore and founded in 2019, BIT bridges traditional finance and digital assets through governance-driven financial services and technology.
The firm manages over US$7 billion in assets and facilitates more than US$7 billion in monthly trading volume. BIT offers services including custody, trading, asset and wealth management, liquidity and financing solutions, and tokenised real-world assets (RWA), serving institutional and professional investors globally.
BIT Group entities maintain a licensed and regulated footprint across Singapore, Hong Kong, Switzerland, the United Kingdom, the United States and Bhutan.
For more information, visit www.bit.com
Kickstart Your Journey at BIT:
At BIT, we come together as a dynamic team to tackle exciting challenges head-on, creating an environment bursting with openness, transparency, and inclusivity. Every graduate is a vital part of our mission, and your ideas will always be valued. We’re searching for passionate, intellectually curious, and entrepreneurial individuals ready to make a real impact in the crypto ecosystem and help create innovative products for the next billion users.
- Make a Difference in the Future of Web3!
- Gain Hands-On Experience with Cryptocurrencies!
- Unlock Global Opportunities!
- Mentorship and Networking with Industry Leaders!
- Join a Fun, Vibrant, and Engaging Culture!
Job Responsibilities:
- Develop and maintain pricing models for structured products and derivatives (e.g., Monte Carlo, PDE solvers, tree models)
- Build payoff simulation engines, Greeks computation modules, and Monte Carlo frameworks
- Improve stability, performance, and accuracy of existing pricing models
- Build pricing tools, automation scripts, and risk dashboards for traders and structurers
- Perform payoff simulation for snowballs, digitals, range accruals, puttable structures, and other structured notes
- Analyze product sensitivity and performance under different market scenarios
- Support structurers and traders in new product design and optimization
- Conduct research on volatility surface modeling, correlation modeling, and parameter calibration
- Perform historical backtesting, stress testing, and factor sensitivity studies
- Track macro market events and monitor risk exposures related to structured products
- Work closely with Trading, Structuring, IT, and Risk Management teams
- Participate in new product launches and model validation processes
- Provide ad-hoc quantitative research and analysis support for front office
Job Requirements:
- Bachelor’s or Master’s degree in Mathematics, Financial Engineering, Statistics, Physics, Computer Science, or related fields
- Coursework or project experience in derivatives, quantitative finance, or numerical modeling is a strong plus
- Solid understanding of derivative pricing theories (e.g., Black-Scholes, local volatility, stochastic volatility)
- Proficiency in Python / C++ / Matlab / R or other quantitative programming languages
- Strong foundation in Monte Carlo simulation, numerical methods, and probability/statistics
- Strong analytical and problem-solving abilities
- Ability to read and understand quantitative finance literature in English
- Strong mathematical intuition and passion for derivatives
- Attention to detail, high level of accuracy, and strong sense of responsibility
- Ability to learn quickly and work in a fast-paced environment
- Proficient in spoken and written English, with strong interpersonal and presentation skills; fluency in Mandarin is a plus.
Embrace the opportunity to thrive and grow with us as we shape the future together at BIT!
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