HFT Options Quantitative Researcher

About the role

We are looking for exceptional high frequency trading researchers in the options space to monetise our AI driven signals in the global options markets, working in an exceptional team of options researchers.

What you'll do

• Volatility Surface & Pricing Models
• 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
• Collaborate with quant devs to optimize model performance and stability across exchanges
• Market Making & Execution Research

What you need

• 5–7 yrs of experience
• Statistics
• Physics
• PhD

Good to have

• Python
• C++