Options Quant Researcher (Fintech)

TL;DR

Options Quant Researcher (Fintech): Developing and calibrating volatility models for live trading in TradFi markets with an accent on volatility surface shaping and noise mitigation. Focus on implementing position-driven dynamic surface parameters and optimizing models for real-market conditions including bid/ask spreads.

Location: Remote (Global)

Company

hirify.global is a proprietary algorithmic trading firm managing the full trading cycle across various asset classes using HFT and MFT strategies.

What you will do

• Calibrate volatility surfaces using real market data, accounting for gaps and latency issues.
• Design and implement logic for position-driven dynamic surface shaping based on portfolio Greeks (vega, gamma, skew).
• Enforce smoothness, arbitrage-free conditions, and temporal stability in volatility models.
• Tune and debug models under realistic market conditions, including bid/ask spreads and noise.
• Identify and mitigate residual noise in implied volatility surfaces, particularly near expiry and around illiquid strikes.

Requirements

• Proficiency in Python with strong use of NumPy, pandas, matplotlib, and SciPy.
• Hands-on experience applying volatility models in live trading within TradFi markets.
• Familiarity with standard quant libraries such as QuantLib or custom volatility tools.
• Experience with optimization and ML libraries.
• Work remotely from anywhere in the world.

Nice to have

• Experience applying ML/DL models (PyTorch, TensorFlow) to volatility problems.
• Experience with NSE options and/or other TradFi derivatives with margin impact.
• Understanding of model explainability and overfitting risks in execution-sensitive environments.
• Direct experience in spot/futures vs. options arbitrage.

Culture & Benefits

• 100% remote organization with a flexible schedule.
• Collaboration with industry-leading professionals from top-tier trading firms.
• Modern international environment without corporate bureaucracy.
• Compensation for health insurance, sports activities, and non-professional training.
• Culture of clarity, transparency, and open communication.