full-time
HFT Options Quantitative Researcher
DeepFin Research
- Employer
- DeepFin Research
- Location
- London
- Working pattern
- on-site
About the role
Develop and calibrate fast volatility surface and pricing models, and design high-frequency options quoting, execution, hedging, and intraday trading strategies. Build volatility and spread forecasts, manage portfolio risks, analyze P&L, and backtest strategies using realistic latency and transaction-cost assumptions. Candidates must have 5–7 years of quantitative research or trading experience and direct high-frequency options trading experience, with strong knowledge of options pricing, Greeks, market microstructure, volatility modeling, execution, and hedging. Strong C++ and Python skills and a master's or PhD in a relevant quantitative field are required; low-latency systems experience is a plus.