DeepFin Research
HFT Options Quantitative Researcher
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DeepFin – HFT Options and Volatility Trading Research Roles
We’re a systematic proprietary trading firm that combines deep learning, traditional quantitative research, and cutting-edge trading technology to trade global markets. Founded by engineers and researchers, we build and deploy advanced trading systems that operate across global markets.
Our team is lean, highly technical, and impact-driven – every hire directly shapes the firm’s technology, strategy, and performance. We value curiosity, precision, and collaboration, and foster an environment where exceptional people excel at the intersection of AI and financial markets.
About DeepFin Research
DeepFin Research is a proprietary high-frequency trading (HFT) firm powered by Cutting-Edge Deep Learning (DL) and Deep Reinforcement Learning (DRL). We’ve assembled talent from Nvidia, DeepMind, CitSec, Graviton, Tower, Jump, and more. We aggressively integrate AI research, proprietary trading strategies, and traditional quant methods to monetise AI-generated signals across global financial markets.
The Role: Options & Volatility Trading Research
We seek exceptional high-frequency trading researchers specialising in equity/index options market making. Your work will focus on generating revenue from our AI-driven signals in the global options markets, collaborating with a world-class team of options experts.
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Responsibilities
Volatility Surface & Pricing Models
- Design, implement, and calibrate ultra-fast volatility surface models (SVI, SABR, Vanna-Volga).
- Integrate models into live trading systems for real-time fitting and quoting.
- Collaborate with quant developers to optimise model performance and stability across exchanges.
Market Making & Execution Research
- Develop and refine high-frequency quoting, hedging, and execution algorithms.
- Optimise order placement, queue positioning, and fill rates to reduce adverse selection and slippage.
- Design systematic intraday strategies, focusing on mean reversion, momentum, and premium decay.
- Analyze market microstructure and order-book dynamics to improve execution logic.
Realized Volatility & Signal Forecasting
- Build and enhance short-horizon realised volatility and spread forecasting models.
- Use high-frequency tick data to identify predictive microstructure and volatility patterns.
Risk & P&L Analytics
- Design real-time delta/gamma/vega hedging frameworks and risk dashboards.
- Develop automated gamma-hedging frameworks for systematic portfolios, optimising cost-tracking-error trade-offs.
- Conduct P&L decomposition, isolating contributions from alpha, execution, and carry.
- Backtest strategies with realistic latency and cost modelling.
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Ideal Candidate Profile
Mandatory
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Direct experience in high-frequency options trading, preferably market making on equity or index options.
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5–7 years in a quant research or trading role at an HFT firm, prop trading house, or Tier 1 options market-maker.
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Deep knowledge of options pricing mechanics, Greeks, and market microstructure.
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Experience with volatility surface modelling (SVI, SABR, stochastic volatility) and real-time model calibration.
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Proven expertise in designing and production-deploying execution and hedging systems.
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Strong coding skills in C++ and Python, with familiarity in low-latency systems.
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Advanced degree (Master’s or PhD) in Mathematics, Physics, Statistics, Computer Science, or a related field.
Why DeepFin?
We’re building an environment where technically excellent, collaborative minds thrive. Join us in shaping the future of AI-driven trading through: ✔ A relentlessly engineering-driven mindset. ✔ Rapid iteration from concept → deployment. ✔ Visible impact: Your work will shape global markets. ✔ Cutting-edge collaboration with top AI/Quant talent.
If you’re passionate about applying AI to markets, we’d love to hear from you. Let’s redefine trading the DeepFin way.
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