{"id":2566361,"url":"https://alion.io/job/deepfinresearch-hft-options-quantitative-researcher","title":"HFT Options Quantitative Researcher","company":{"id":4416385,"name":"Deepfinresearch","domain":"deepfinresearch.com","url":"https://alion.io/company/deepfinresearch","size_band":null,"is_staffing_agency":false,"employer_type":"direct","is_intermediary":false,"listed_via":null,"ats_vendor":"Greenhouse","truth_index":{"grade":"B","score":75,"open_postings":4,"ghost_share":0,"stale_share":1,"repost_share":0,"time_to_fill_p50_days":null,"computed_at":"2026-10-21T05:46:15Z"}},"role":"Data Science","role_family":"Data Science","seniority":"senior","employment_type":null,"work_mode":"on_site","remote_scope":null,"remote_scope_basis":null,"remote_working_hours":null,"hiring_geo_confidence":"structured","locations":["Bengaluru, India","London, United Kingdom","New York, United States"],"countries":["IN","GB","US"],"hiring_countries":[],"hiring_countries_total":0,"salary":null,"salary_estimate":{"min_usd":24000,"max_usd":50000,"period":"year","method":"role_seniority_country_remote_cell","sample_n":71},"experience_years_min":5,"visa_sponsorship":false,"relocation_package":false,"has_equity":true,"technologies":[{"name":"C++","optional":false},{"name":"Python","optional":false},{"name":"Reinforcement Learning","optional":false},{"name":"Volatility","optional":false}],"status":"live","first_seen_at":"2025-10-31T11:52:23Z","employer_posted_date":"2026-09-29","last_verified_at":"2026-10-21T12:26:14Z","board_verified":true,"closed_at":null,"days_open":355,"trust":{"level":"stale","repost_count":0,"flags":["stale"],"days_open":354},"description":"DeepFin is a systematic proprietary trading firm combining deep learning, traditional quantitative research methods, 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.\nOur team is lean, highly technical, and impact-driven - every hire plays a direct role in shaping the firm’s technology, strategy, and performance. We value curiosity, precision, and collaboration, and we’re building an environment where exceptional people can do their best work at the intersection of AI and financial markets.\nHFT Options and Volatility Trading Research\nAbout DeepFin Research\nDeepFin Research is a proprietary high-frequency trading (HFT) firm powered by cutting-edge Deep Learning (DL) and Deep Reinforcement Learning (DRL). We've brought on teammates from Nvidia, DeepMind, CitSec, Graviton, Tower, Jump, and others, and are aggressively working across cutting edge AI research and traditional quant research methods to monetise our AI generated signals across the global financial markets.\nThe Role\nWe are looking for exceptional high frequency trading researchers in the options space to monetise our AI driven signals in the global options markets, working in an exceptional team of options researchers.\nResponsibilities\nVolatility Surface & Pricing Models\nDesign, implement, and calibrate ultra-fast vol surface models for equity and index options (e.g., SVI, SABR, Vanna-Volga).\nIntegrate models into live trading systems for real-time fitting and quoting.\nCollaborate with quant devs to optimize model performance and stability across exchanges.\nMarket Making & Execution Research\nDevelop and refine high-frequency quoting, hedging, and execution algorithms.\nOptimize order placement, queue position, and fill rates to reduce adverse selection and slippage.\nStrategy Development: Design and backtest systematic intraday strategies specifically targeting equity options, focusing on mean reversion, momentum, and premium decay.\nAnalyze market microstructure and order-book dynamics to improve execution logic.\nRealized Volatility & Signal Forecasting\nBuild and enhance short-horizon realized volatility and spread forecasting models.\nUse high-frequency tick data to identify predictive microstructure and volatility patterns.\nRisk & P&L Analytics\nDesign real-time delta/gamma/vega hedging frameworks and risk dashboards.\nDynamic Gamma Hedging: Build automated hedging frameworks to manage the non-linear risks of 0DTE portfolios, optimizing the trade-off between transaction costs and tracking error.\nConduct PnL decomposition, tracking contributions from alpha, execution, and carry.\nBacktest strategies with realistic latency and cost models.\nIdeal Candidate Profile\nMandatory: Direct experience in high-frequency options trading - preferably market making on equity or index options.\n5-7 years’ experience in a quant research or trading role at an HFT, prop firm, or leading options market maker.\nDeep understanding of options pricing, Greeks, and market microstructure.\nExperience with vol surface modeling (SVI, SABR, stochastic vol) and real-time model calibration.\nProven background designing and testing execution logic and hedging systems in production.\nStrong programming ability in C++ and Python; experience with low-latency systems is a plus.\nAdvanced degree (Master’s or PhD) in Mathematics, Physics, Statistics, Computer Science, or a related field.\nIf you’re passionate about applying advanced technology to real-world markets and want to work alongside a focused, high-performing team, we’d love to hear from you. 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