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Options Quant Researcher
BHFTQuant Researcher applying volatility models in live TradFi markets for a proprietary trading firm. Focused on calibrating volatility surfaces and debugging models under realistic market conditions.
Core Competencies
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Demonstrates expertise in applying volatility models and calibrating volatility surfaces in live trading environments, with a strong focus on ensuring smoothness, arbitrage-free conditions, and temporal stability. Proficient in tuning and debugging models while dynamically adapting surface shapes based on market exposure and mitigating residual noise in implied volatility surfaces.
ATS Keywords
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About the role
Key responsibilities & impact- Looking for a Quant Researcher with hands-on experience applying volatility models.
- Calibrating volatility surfaces on real market data.
- Understanding and enforcing smoothness, arbitrage-free conditions, and temporal stability.
- Tuning and debugging models under realistic market conditions.
- Designing and implementing logic for position-driven dynamic surface shaping.
- Identifying, modeling, and mitigating residual noise in implied volatility surfaces.
Requirements
What you’ll need- Hands-on experience applying volatility models in live trading in TradFi markets.
- Practical experience calibrating volatility surfaces on real market data.
- 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.
- Design and implement logic for position-driven dynamic surface shaping.
- 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.
Benefits
Comp & perks- 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.