Options Quant Researcher (TradFi)

TL;DR

Options Quant Researcher (TradFi): Developing and optimizing volatility models for live algorithmic trading with an accent on surface calibration, arbitrage-free conditions, and dynamic position-driven surface shaping. Focus on mitigating residual noise in implied volatility surfaces and implementing robust, execution-sensitive models in Python.

Location: Remote (Global)

Company

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

What you will do

• Calibrate volatility surfaces using real market data while handling latency and data gaps.
• Design and implement logic for position-driven dynamic surface shaping based on portfolio Greeks.
• Identify, model, and mitigate residual noise in implied volatility surfaces near expiry or illiquid strikes.
• Tune and debug models under realistic market conditions including bid/ask spreads and noise.
• Collaborate with a global team of technical specialists to expand into new markets and products.

Requirements

• Hands-on experience applying volatility models in live TradFi markets.
• Strong proficiency in Python including NumPy, pandas, matplotlib, and SciPy.
• Experience with MFT research and surface management heuristics.
• Understanding of model explainability and risk of overfitting in execution-sensitive environments.
• Ability to enforce smoothness, arbitrage-free conditions, and temporal stability in models.

Nice to have

• Experience with PyTorch or TensorFlow.
• Familiarity with QuantLib or custom volatility tools.
• Direct experience in spot/futures vs. options arbitrage.
• Experience with NSE options or other derivatives with margin impact.

Culture & Benefits

• Work 100% remotely from anywhere in the world with a flexible schedule.
• Collaborate with industry-leading professionals from top-tier financial and tech firms.
• Access to compensation for health insurance, sports activities, and non-professional training.
• Modern international environment with a focus on transparency and minimal bureaucracy.