About this role
HFT Options Quantitative Researcher at DeepFin Research. Location: Bengaluru or Istanbul or Jersey or London or New York. Role: designing models, developing algorithms, integrating models Requirements: Direct HFT options trading experience required, 5+ years in quant research/trading at an HFT/prop/options market maker, strong options pricing and vol-surface modeling, C++ and Python proficiency, advanced degree in a quantitative field preferred. Category: Research and Development (R&D) Seniority: Senior Level Tools: C++, Python Commitment: Full Time Workplace: Onsite Languages: English