Quantitative Researcher, Volatility
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Job Summary
- 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
Key Skills
- Intelligence Community Experience
- Python
- Spss
- Microsoft Word
- R
- Regression Analysis
- Windows
- Stata
- Microsoft Powerpoint
- Research Experience
- Data Modeling
- Writing Skills
About Company
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 ... View more
