HFT Options Quant Researcher for Real-Time Trading

DeepFin Holdings Ltd; Greater London; Vor Ort; GBP 120.000 - 210.000; Vollzeit

Zusammenfassung

DeepFin Holdings Ltd is seeking exceptional high-frequency trading researchers in the options space to monetise our AI-driven signals in global options markets, joining an exceptional team of options researchers. The role focuses on designing ultra-fast vol surface models, real-time calibration, and robust execution strategies within a cutting-edge research environment.

Ideal candidates have 5–7 years in quant research or trading, deep understanding of options pricing, Greeks, and market

Qualifikationen

• Direct experience in high-frequency options trading, preferably market making on equity or index options.
• 5–7 years’ experience in a quant research or trading role at an HFT, prop firm, or leading options market maker.
• Deep understanding of options pricing, Greeks, and market microstructure.
• Experience with vol surface modeling (SVI, SABR, stochastic vol) and real-time model calibration.
• Proven background designing and testing execution logic and hedging systems in production.
• Strong programming ability in C++ and Python; experience with low-latency systems is a plus.
• Advanced degree (Master’s or PhD) in Mathematics, Physics, Statistics, Computer Science, or a related field.

Aufgaben

• Design, implement, and calibrate ultra-fast vol surface models for equity and index options (e.g., SVI, SABR, Vanna-Volga).
• Integrate models into live trading systems for real-time fitting and quoting.
• Develop and refine high-frequency quoting, hedging, and execution algorithms.
• Backtest strategies with realistic latency and cost models.
• Analyze market microstructure and order-book dynamics to improve execution logic.
• Build and maintain real-time risk dashboards and hedging frameworks.

Kenntnisse

High-frequency trading

Options pricing

Vol surface modeling

C++

Python

Low-latency systems

Delta/Gamma/Vega hedging

Market microstructure

Ausbildung

Master’s or PhD in Math/Physics/Statistics/CS

Tools

C++

Python

Jobbeschreibung

DeepFin Holdings Ltd is seeking exceptional high-frequency trading researchers in the options space to monetise our AI-driven signals in global options markets, joining an exceptional team of options researchers. The role focuses on designing ultra-fast vol surface models, real-time calibration, and robust execution strategies within a cutting-edge research environment.

Ideal candidates have 5–7 years in quant research or trading, deep understanding of options pricing, Greeks, and market