HFT Quantitative Researcher - Options, Volatility, Futures
- Design, implement, and calibrate fast pricing and volatility models for listed derivatives.
- Research and maintain volatility surface models suitable for live intraday trading.
- Monitor model stability and adapt to regime changes and market events.
- Support pricing and risk inputs for automated trading systems.
- Develop high frequency quoting, hedging, and execution strategies.
- Optimize order placement, queue position, and fill rates across electronic venues.
- Analyze order book dynamics and exchange microstructure.
- Work closely with engineers to ensure strategies perform reliably in production.
- Research, design, and backtest systematic intraday strategies across options, volatility products, and or futures.
- Explore short horizon alpha signals driven by order flow, realized volatility, spreads, and microstructure effects.
- Incorporate realistic assumptions around latency, transaction costs, and exchange behavior.
- Direct experience in high frequency trading, preferably in options, volatility products, or futures.
- Experience in market making or intraday systematic trading is strongly preferred.
- Strong understanding of derivatives pricing, Greeks, and market microstructure.
- Hands on experience with real time modeling, execution, and hedging systems.
- Proven ability to take strategies from research to live trading.
- Strong programming skills in C++ and Python; low latency systems experience is a plus.
- Advanced degree in Mathematics, Physics, Statistics, Computer Science, or a related quantitative field.
- Typically 5 plus years of relevant experience at an HFT firm, prop shop, or quantitative trading environment.
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