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BHFT

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

Options Quant Researcher

Location

United Kingdom

Posted

10 days ago

Salary

0

Seniority

Senior

Bachelor DegreeExperience acceptedEnglishNumpyPandasPython

Job Description

Options Quant Researcher

BHFT

• Own end-to-end options strategy research: hypothesis → data → modeling → backtesting → production → live monitoring and iteration • Work on Relative Value, Statistical Arbitrage, and Spread Trading strategies specific to the options universe (the stack above) • Build and own the volatility fitter the signals sit on – calibrating arbitrage-free, temporally stable surfaces (SVI/SSVI or a proposed alternative) on realistic data (wide bid/ask, missing strikes, gaps, latency), with attention to residual noise near expiry / illiquid strikes / events • Translate strategy output into execution – routing a target delta-order across option legs to minimize Greek risk, with inventory-aware quoting that shifts price/size against live vega/gamma/skew, and awareness of options microstructure (spreads, queue, adverse selection, latency) • Build and maintain mid-frequency (MFT), fully automated strategies with a strong live-performance focus • Track record of deploying fully automated strategies with Sharpe > 2 (or demonstrable equivalent risk-adjusted performance) • Design robust signal research pipelines (feature engineering, labeling, validation, regime analysis) • Develop realistic backtests and live-simulation frameworks accounting for slippage, spreads, latency, partial fills, and market impact • Work in tight feedback loops with trading and execution to improve PnL, robustness, and risk-adjusted performance • Debug and tune research outputs under live conditions: data issues, execution artifacts, microstructure noise, and changing market regimes

Job Requirements

  • Python (mandatory), strong use of NumPy, pandas, matplotlib, SciPy, and optimization/ML libraries
  • Strong research engineering: clean code, reproducible experiments, versioning, and production readiness
  • Hands-on experience developing Relative Value strategies
  • Experience building systematic strategies in equities / futures / options / other listed derivatives (any strong TradFi systematic experience is relevant)
  • Good knowledge of option maths and strong options intuition
  • Familiarity with common quant tooling (e.g., QuantLib and/or in-house libraries)

Benefits

  • Experience a modern international technology company without the burden of bureaucracy.
  • 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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