Location
business bay
Job Type
Full-time
Posted
June 20, 2026
Job Description
Were looking for a Quant Researcher with hands-on experience applying volatility models in live trading in TradFi markets.
We expect the candidate to:
- Have practical experience calibrating volatility surfaces on real market data
- Including handling gaps latency issues and so on to effectively use realistic data available in the market
- MFTish research is 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 including bid/ask spreads noise and incomplete markets
- Design and implement logic for position-driven dynamic surface shaping including:
- How current portfolio Greeks (vega gamma skew) should influence surface parameters such as skew curvature and wing behavior
- Hands-on experience is required for dynamically adapting surface shape based on current exp...