Options Quant Researcher

🕒 July 1

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BHFT

WebsiteLinkedInAll Job Openings

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

• Own end-to-end options strategy research: hypothesis → data → modeling → backtesting → production → live monitoring and iteration • Work on Relative Value, Statistical Arbitrage, and Spread Trading strategies specific to the options universe (the stack above) • Build and own the volatility fitter the signals sit on – calibrating arbitrage-free, temporally stable surfaces (SVI/SSVI or a proposed alternative) on realistic data (wide bid/ask, missing strikes, gaps, latency), with attention to residual noise near expiry / illiquid strikes / events • Translate strategy output into execution – routing a target delta-order across option legs to minimize Greek risk, with inventory-aware quoting that shifts price/size against live vega/gamma/skew, and awareness of options microstructure (spreads, queue, adverse selection, latency) • Build and maintain mid-frequency (MFT), fully automated strategies with a strong live-performance focus • Track record of deploying fully automated strategies with Sharpe > 2 (or demonstrable equivalent risk-adjusted performance) • Design robust signal research pipelines (feature engineering, labeling, validation, regime analysis) • Develop realistic backtests and live-simulation frameworks accounting for slippage, spreads, latency, partial fills, and market impact • Work in tight feedback loops with trading and execution to improve PnL, robustness, and risk-adjusted performance • Debug and tune research outputs under live conditions: data issues, execution artifacts, microstructure noise, and changing market regimes

🎯 Requirements

• Python (mandatory), strong use of NumPy, pandas, matplotlib, SciPy, and optimization/ML libraries • Strong research engineering: clean code, reproducible experiments, versioning, and production readiness • Hands-on experience developing Relative Value strategies • Experience building systematic strategies in equities / futures / options / other listed derivatives (any strong TradFi systematic experience is relevant) • Good knowledge of option maths and strong options intuition • Familiarity with common quant tooling (e.g., QuantLib and/or in-house libraries)

🏖️ Benefits

• Experience a modern international technology company without the burden of bureaucracy. • 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.