Quantitative Researcher, Volatility

دبي - الإمارات

الراتب شهرياً: لم يكشف

تاريخ النشر: نُشرت قبل 7 ساعة

عدد الوظائف الشاغرة: 1 عدد الوظائف الشاغرة

سجل للتقديم

ملخص الوظيفة

Calibrate SSVI or similar volatility surfaces using market data to ensure smoothness arbitrage-free conditions and temporal stability;
Design and implement automated algorithms for adjusting surface parameters such as skew curvature and wing dynamics;
Tune and debug models under realistic market conditions including bid/ask spreads market noise and incomplete markets;
Analyze historical and live market data to identify trading opportunities and spread dislocations;
Perform backtests on option spread strategies portfolio optimizations and against multiple underlyings;
Collaborate with the quant team to enhance ML pipelines and expand statistical toolkits for research and production use.

Qualifications :

5 years in Quantitative Research/Trading; background in a top-tier proprietary trading firm or hedge fund is strongly preferred;
Strong experience with basket and portfolio option strategies including pricing and risk management;
Proven track record in building inventory-aware models where quoted prices adjust based on live risk metrics and our options position;
Practical experience with VaR simulations and SPAN margin optimizations;
Experience supporting systematic trading strategies with holding periods from minutes to several hours including near-expiry trading (non-latency sensitive);
Background in single-name equity or equity index options preferred;
Proficiency in Python C or Rust;
Solid understanding of market microstructure;
Strong collaborative spirit work ethics and a determined drive for success; ability to work both independently and as part of a team;
Strong communication skills with the ability to clearly explain complex ideas.

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

Calibrate SSVI or similar volatility surfaces using market data to ensure smoothness arbitrage-free conditions and temporal stability;Design and implement automated algorithms for adjusting surface parameters such as skew curvature and wing dynamics;Tune and debug models under realistic market condi...

Calibrate SSVI or similar volatility surfaces using market data to ensure smoothness arbitrage-free conditions and temporal stability;
Design and implement automated algorithms for adjusting surface parameters such as skew curvature and wing dynamics;
Tune and debug models under realistic market conditions including bid/ask spreads market noise and incomplete markets;
Analyze historical and live market data to identify trading opportunities and spread dislocations;
Perform backtests on option spread strategies portfolio optimizations and against multiple underlyings;
Collaborate with the quant team to enhance ML pipelines and expand statistical toolkits for research and production use.

Qualifications :

5 years in Quantitative Research/Trading; background in a top-tier proprietary trading firm or hedge fund is strongly preferred;
Strong experience with basket and portfolio option strategies including pricing and risk management;
Proven track record in building inventory-aware models where quoted prices adjust based on live risk metrics and our options position;
Practical experience with VaR simulations and SPAN margin optimizations;
Experience supporting systematic trading strategies with holding periods from minutes to several hours including near-expiry trading (non-latency sensitive);
Background in single-name equity or equity index options preferred;
Proficiency in Python C or Rust;
Solid understanding of market microstructure;
Strong collaborative spirit work ethics and a determined drive for success; ability to work both independently and as part of a team;
Strong communication skills with the ability to clearly explain complex ideas.

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

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المهارات المطلوبة

Intelligence Community Experience
Python
Spss
Microsoft Word
R
Regression Analysis
Windows
Stata
Microsoft Powerpoint
Research Experience
نمذجة البيانات
Writing Skills

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عن الشركة

BHFT

BHFT is a proprietary algorithmic trading firm. Our team manages the full trading cycle, from software development to creating and coding strategies and algorithms.Our trading operations cover key exchanges. The firm trades across a broad range of asset classes, including equities, eq ... اعرض المزيد

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