Hft Options Quantitative Researcher

DeepFin Research

Bengaluru, India
On-site
High-frequency trading
Options trading
Volatility surface models
Design, implement, and calibrate ultra-fast vol surface models for equity and index options

Job Summary

  • Design, implement, and calibrate ultra-fast vol surface models for equity and index options.
  • Develop and refine high-frequency quoting, hedging, and execution algorithms to optimize order placement and reduce adverse selection.
  • Build and enhance short-horizon realized volatility and spread forecasting models using high-frequency tick data.

Matching Summary

Design, implement, and calibrate ultra-fast vol surface models for equity and index options.

Skills & Requirements

Must-have

  • high-frequency trading
  • options trading
  • volatility surface models
  • market making
  • execution algorithms
  • realized volatility forecasting
  • C++ and Python programming

Nice-to-have

  • deep learning
  • deep reinforcement learning
  • low-latency systems
  • impact-driven team
  • curiosity and precision

Key Requirements

  • Direct experience in high-frequency options trading
  • 5–7 years’ experience in quant research or trading
  • Deep understanding of options pricing, Greeks, and market microstructure
  • Experience with vol surface modeling and real-time calibration
  • Proven background designing and testing execution logic and hedging systems
  • Advanced degree (Master’s or PhD) in Mathematics, Physics, Statistics, Computer Science, or related field

Work Rights

Not specified

Tailored Resume

Cover Letter