Options Quant Researcher

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BHFT

WebsiteLinkedInAll Job Openings

11 - 50 employees

Today’s financial markets are more challenging than ever before. As a result, the reward of success with each day increasingly relies on defining and developing the ideal strategy that can anticipate its movements and latest trends - at BHFT, we specialize in providing this solution. There’s a ton of automated trading platforms around the globe that use multiple quantitative algorithmic strategies, high-frequency algorithms’ race is endless. Still the approach to strategy development is what makes a difference. Our advanced algorithmic trading fintech solutions allow traders worldwide to take full advantage of our state-of-the-art technology and software developed by our team of traders with over 30 years of experience in global trading. We believe that alpha derives from complexity, a minimal level of it must be reached in every aspect of the trading business, starting from business structure and down to the hardware one uses. When a team achieves this result, it can ultimately handle any market condition. Our vision is that quantitative trading is not only a set of automated trading strategies and top algotrading coding, but so much more that makes the algorithmic trading system perfect! We conduct our own research on market microstructure, dynamics of liquidity flows in fragmented markets, and specifics of exchanges of interest. All research is production-oriented, and its results quickly find their way to production through trading logic improvements. Our industry-standard backtesting infrastructure is a must for any algorithmic trading company. Its purpose is to test our hypotheses against the actual market data; however, our main strength arises from our custom trading algorithmic strategies customary for pure-HFT companies. Our trading platform is a custom-tailored solution where flexibility, speed, and performance all come together in sync to yield the best results.

📋 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.