HFT Options Quantitative Researcher
Core
Design and deploy ultra-fast volatility surface models and high-frequency execution algorithms to monetize AI-driven signals in global equity and index options markets.
Role type
Senior IC HFT options quantitative researcher
Builds
Real-time pricing models, market-making quoting systems, and automated hedging frameworks for 0DTE portfolios
Domain
High-frequency trading, options markets, deep learning, financial engineering
Deliverable
production ML models | product features
Required skills
Options pricing (Greeks, SVI, SABR), market microstructure, C++, Python, low-latency system design, volatility forecasting, risk analytics (delta/gamma/vega hedging)
Preferred skills
Deep Reinforcement Learning (DRL), backtesting with realistic latency/cost models, queue position optimization
Technologies
C++, Python, SVI, SABR, Vanna-Volga, tick data
Responsibilities
Design and calibrate ultra-fast vol surface models for real-time fitting; Develop high-frequency quoting, hedging, and execution algorithms; Build short-horizon realized volatility and spread forecasting models; Design real-time delta/gamma/vega hedging frameworks and risk dashboards; Analyze market microstructure and order-book dynamics to improve execution logic; Conduct PnL decomposition and backtest strategies with realistic cost models
Seniority
Senior, hands-on IC