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BHFT

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Options Quant Researcher

Location

Worldwide

Posted

30 days ago

Salary

0

Seniority

Mid Level

No structured requirement data.

Job Description

Options Quant Researcher

BHFT

Role Description We’re looking for a Quant Researcher with hands-on experience applying volatility models in live trading in TradFi markets. We expect the candidate to: - Have practical experience calibrating volatility surfaces on real market data, including handling gaps, latency issues, and so on to effectively use realistic data available in the market. - 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 – including bid/ask spreads, noise, and incomplete markets. - Design and implement logic for position-driven dynamic surface shaping, including: - How current portfolio Greeks (vega, gamma, skew) should influence surface parameters such as skew, curvature, and wing behavior. - 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, especially: - near expiry, - around illiquid strikes, - or in event-driven conditions. Qualifications - Python (mandatory), with strong use of NumPy, pandas, matplotlib, SciPy, and relevant optimization/ML libraries. - Familiarity with standard quant libraries (QuantLib, or custom volatility tools). - PyTorch / TensorFlow experience (strongly preferred). - Experience with NSE options and/or other TradFi derivatives with margin impact is a major plus. Requirements - Familiarity with practical heuristics for surface management. - Working (not just academic) experience applying ML/DL models (e.g., PyTorch, TensorFlow) to this problem. - Understanding of model explainability and risk of overfitting in execution-sensitive environments. - Direct experience in spot/futures vs. options arbitrage. 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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