Options Quant Researcher

منذ 20 ساعات

business bay, dubai, الإمارات العربية المتحدة BHFT دوام كامل

مجانًا عبر البريد الإلكتروني أو Google

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Were 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
- MFTish research is 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.

Nice to Have:

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

Additional Information :

What we offer:

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.

Remote Work :

Yes

Employment Type :

Full-time

Experience: years
Vacancy: 1