business bay, dubai, United Arab Emirates Unknown Posted Today
Calibrate SSVI or similar volatility surfaces using market data to ensure smoothness arbitrage-free conditions and temporal stability;
Design and implement automated algorithms for adjusting surface parameters such as skew curvature and wing dynamics;
Tune and debug models under realistic market conditions including bid/ask spreads market noise and incomplete markets;
Analyze historical and live market data to identify trading opportunities and spread dislocations;
Perform backtests on option spread strategies portfolio optimizations and against multiple underlyings;
Collaborate with the quant team to enhance ML pipelines and expand statistical toolkits for research and production use.
Qualifications :
5 years in Quantitative Research/Trading; background in a top-tier proprietary trading firm or hedge fund is strongly preferred;
Strong experience with basket and portfolio option strategies including pricing and risk management;
Proven track record in building inventory-aware models where quoted prices adjust based on live risk metrics and our options position;
Practical experience with VaR simulations and SPAN margin optimizations;
Experience supporting systematic trading strategies with holding periods from minutes to several hours including near-expiry trading (non-latency sensitive);
Background in single-name equity or equity index options preferred;
Proficiency in Python C or Rust;
Solid understanding of market microstructure;
Strong collaborative spirit work ethics and a determined drive for success; ability to work both independently and as part of a team;
Strong communication skills with the ability to clearly explain complex ideas.
Additional Information :
What we offer:
Experience a modern international technology company without the burden of bureaucracy.
Collaborate with industry-leading professionals including former employees of Tower DRW Broadridge Credit Suisse and more.
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.
Remote Work :
Yes
Employment Type :
Full-time
Key Skills Intelligence Community Experience,Python,Spss,Microsoft Word,R,Regression Analysis,Windows,Stata,Microsoft Powerpoint,Research Experience,Data Modeling,Writing Skills Experience: years Vacancy: 1