BHFT
11 - 50 employees
💼 Consulting
📦 Logistics
📣 Marketing
Consulting • Logistics • Marketing
BHFT is a company specializing in advanced algorithmic trading solutions tailored for the complexities of today's financial markets. With over 30 years of experience in global trading, their approach emphasizes the development of strategic, quantitative trading methodologies that leverage state-of-the-art technology. They focus on automated trading platforms utilizing high-frequency algorithms, conducting thorough market-specific research, and offering a robust backtesting infrastructure to ensure optimal performance in various market conditions. BHFT’s vision encompasses a comprehensive approach to algorithmic trading, integrating software, hardware, and trading strategies to navigate fragmented market dynamics effectively.
Options Quant Researcher
🕒 June 30
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BHFT
11 - 50 employees
💼 Consulting
📦 Logistics
📣 Marketing
Consulting • Logistics • Marketing
BHFT is a company specializing in advanced algorithmic trading solutions tailored for the complexities of today's financial markets. With over 30 years of experience in global trading, their approach emphasizes the development of strategic, quantitative trading methodologies that leverage state-of-the-art technology. They focus on automated trading platforms utilizing high-frequency algorithms, conducting thorough market-specific research, and offering a robust backtesting infrastructure to ensure optimal performance in various market conditions. BHFT’s vision encompasses a comprehensive approach to algorithmic trading, integrating software, hardware, and trading strategies to navigate fragmented market dynamics effectively.
📋 Description
• Looking for a Quant Researcher with hands-on experience applying volatility models. • Calibrating volatility surfaces on real market data. • Understanding and enforcing smoothness, arbitrage-free conditions, and temporal stability. • Tuning and debugging models under realistic market conditions. • Designing and implementing logic for position-driven dynamic surface shaping. • Identifying, modeling, and mitigating residual noise in implied volatility surfaces.
🎯 Requirements
• Hands-on experience applying volatility models in live trading in TradFi markets. • Practical experience calibrating volatility surfaces on real market data. • MFT’ish research is a must. HFT is nice to have. • Understand how to enforce smoothness, arbitrage-free conditions, and temporal stability. • Be able to tune and debug models under realistic market conditions. • Design and implement logic for position-driven dynamic surface shaping. • Hands-on experience is required for dynamically adapting surface shape based on current exposure. • Ability to identify, model, and mitigate residual noise in implied volatility surfaces.
🏖️ Benefits
• Experience a modern international technology company without the burden of bureaucracy. • Collaborate with industry-leading professionals, including former employees of Tower, DRW, Broadridge, Credit Suisse, and more. • Enjoy excellent opportunities for professional growth and self-realization. • Work remotely from anywhere in the world with a flexible schedule. • Receive compensation for health insurance, sports activities, and non-professional training.
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