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BHFT

Step into the state-of-the-art algorithmic trading solutions

Options Quant Researcher

Location

United Arab Emirates

Posted

77 days ago

Salary

0

Seniority

Senior

English

Job Description

Options Quant Researcher

BHFT

• Looking for a Quant Researcher with hands-on experience applying volatility models. • Calibrating volatility surfaces on real market data. • Understanding and enforcing smoothness, arbitrage-free conditions, and temporal stability. • Tuning and debugging models under realistic market conditions. • Designing and implementing logic for position-driven dynamic surface shaping. • Identifying, modeling, and mitigating residual noise in implied volatility surfaces.

Job Requirements

  • Hands-on experience applying volatility models in live trading in TradFi markets.
  • Practical experience calibrating volatility surfaces on real market data.
  • MFT’ish research is a must. HFT is nice to have.
  • Understand how to enforce smoothness, arbitrage-free conditions, and temporal stability.
  • Be able to tune and debug models under realistic market conditions.
  • Design and implement logic for position-driven dynamic surface shaping.
  • Hands-on experience is required for dynamically adapting surface shape based on current exposure.
  • Ability to identify, model, and mitigate residual noise in implied volatility surfaces.

Benefits

  • Experience a modern international technology company without the burden of bureaucracy.
  • Collaborate with industry-leading professionals, including former employees of Tower, DRW, Broadridge, Credit Suisse, and more.
  • Enjoy excellent opportunities for professional growth and self-realization.
  • Work remotely from anywhere in the world with a flexible schedule.
  • Receive compensation for health insurance, sports activities, and non-professional training.

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