Options Quant Researcher

This is a fully remote position, open to applicants in United Arab Emirates (UAE).

📋 Description

• Seeking a Quant Researcher with practical experience in the application of volatility models.

• Calibrating volatility surfaces using real market data.

• Comprehending and enforcing smoothness, arbitrage-free conditions, and temporal stability.

• Tuning and troubleshooting models in realistic market scenarios.

• Designing and executing logic for position-driven dynamic surface adaptation.

• Identifying, modeling, and addressing residual noise in implied volatility surfaces.

⛳️ Requirements

• Practical experience in applying volatility models in live trading within Traditional Finance (TradFi) markets.

• Hands-on experience in calibrating volatility surfaces based on actual market data.

• Familiarity with MFT-like research is essential; HFT experience is a plus.

• Understanding of how to enforce smoothness, arbitrage-free conditions, and temporal stability.

• Capability to tune and debug models under realistic market conditions.

• Ability to design and implement logic for position-driven dynamic surface shaping.

• Required hands-on experience in dynamically adjusting surface shape according to current exposure.

• Skill in identifying, modeling, and minimizing residual noise in implied volatility surfaces.

🏝️ Benefits

• Experience working in a modern international technology firm without the constraints of bureaucracy.

• Collaborate with top industry professionals, including former staff from Tower, DRW, Broadridge, Credit Suisse, and others.

• Access to excellent opportunities for professional development and personal fulfillment.

• Work remotely from any location worldwide with a flexible schedule.

• Compensation provided for health insurance, sports activities, and non-professional training.