Quantitative Researcher, Volatility

• 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 s...