TRockawayX’s Market Neutral Fund focuses on extracting yield from digital asset markets while minimizing directional exposure. The strategy is designed to generate consistent, risk-adjusted returns across market cycles by combining systematic trading, relative value, and options-based volatility strategies.
The Role
We’re looking for an experienced Options Trader to own and scale a crypto options-based yield portfolio within the Market Neutral Fund.
You will be responsible for structuring trades, managing risk in real time, and delivering clean, explainable PnL. Close collaboration with Quants and Blockchain Engineers.
What You’ll Do
- Manage a crypto options-based yield portfolio
- Structure trades based on current market conditions, volatility regime, pricing dislocations, and liquidity
- Track and explain PnL with clear attribution across:
- Delta
- Gamma
- Vega
- Skew
- Carry
- Funding
- Transaction costs
- Actively hedge and rebalance exposures across products and trading venues
- Optimize capital usage across margin models and funding mechanics
- Work closely with quants and developers on:
- Backtesting frameworks
- Pricing models
- Risk tooling
- Execution workflows
Requirements
3+ years of experience trading options at a fund, market maker, or exchange
- Proven experience managing risk in a crypto options portfolio
- Strong understanding of:
- Volatility surfaces
- Skew dynamics
- Term structure behavior
- Familiarity with crypto trading venues, margin systems, and funding mechanics
- Experience with realistic derivatives backtesting, including:
- Liquidity constraints
- Slippage
- Transaction cost modeling
Benefits
- Private Health Insurance
- Paid Time Off
- Work From Home
- Training & Development
- Performance Bonus
