Remote Quant Researcher - Volatility & Market Microstructure

BHFT; Remote; AED 120,000 - 200,000; Full time

Job summary

A modern technology company in the United Arab Emirates seeks a Quantitative Researcher. The role involves calibrating volatility surfaces, analyzing market data, and designing automated trading algorithms. The ideal candidate has at least 5 years in quantitative trading, strong programming skills in Python or C, and the ability to collaborate effectively. Enjoy flexible remote work and opportunities for professional growth.

Benefits

Health insurance compensation

Sports activities compensation

Flexible work schedule

Qualifications

• 5 years in Quantitative Research/Trading, background in a proprietary trading firm or hedge fund preferred.
• Experience with basket and portfolio option strategies including pricing and risk management.
• Strong collaborative spirit and communication skills, ability to explain complex ideas.

Responsibilities

• Calibrate volatility surfaces using market data for arbitrage-free conditions.
• Design automated algorithms for adjusting surface parameters.
• Analyze market data to identify trading opportunities.

Skills

Quantitative Research/Trading

Basket and portfolio option strategies

VaR simulations

Proficiency in Python

Market microstructure

Strong communication skills

Tools

C or Rust

Job description

A modern technology company in the United Arab Emirates seeks a Quantitative Researcher. The role involves calibrating volatility surfaces, analyzing market data, and designing automated trading algorithms. The ideal candidate has at least 5 years in quantitative trading, strong programming skills in Python or C, and the ability to collaborate effectively. Enjoy flexible remote work and opportunities for professional growth.