HFT Quantitative Researcher - Options, Volatility, Futures

HFT Quantitative Researcher - Options, Volatility, FuturesLocation: NY or LondonOverviewOur client is a well capitalized proprietary trading firm operating in the global high frequency trading space. The firm applies a combination of advanced quantitative research, machine learning techniques, and low latency engineering to deploy systematic trading strategies across derivatives markets.They are expanding their research team and are seeking experienced HFT researchers with a strong background in options, volatility products, and or futures, with direct exposure to live high frequency trading environments.This role sits close to production and offers significant responsibility over research, strategy design, and execution performance.Role & ResponsibilitiesOptions, Volatility, and Derivatives ResearchDesign, implement, and calibrate fast pricing and volatility models for listed derivatives.Research and maintain volatility surface models suitable for live intraday trading.Monitor model stability and adapt to regime changes and market events.Support pricing and risk inputs for automated trading systems.Market Making, Execution, and MicrostructureDevelop high frequency quoting, hedging, and execution strategies.Optimize order placement, queue position, and fill rates across electronic venues.Analyze order book dynamics and exchange microstructure.Work closely with engineers to ensure strategies perform reliably in production.Strategy DevelopmentResearch, design, and backtest systematic intraday strategies across options, volatility products, and or futures.Explore short horizon alpha signals driven by order flow, realized volatility, spreads, and microstructure effects.Incorporate realistic assumptions around latency, transaction costs, and exchange behavior. Ideal Candidate ProfileDirect experience in high frequency trading, preferably in options, volatility products, or futures.Experience in market making or intraday systematic trading is strongly preferred.Strong understanding of derivatives pricing, Greeks, and market microstructure.Hands on experience with real time modeling, execution, and hedging systems.Proven ability to take strategies from research to live trading.Strong programming skills in C++ and Python; low latency systems experience is a plus.Advanced degree in Mathematics, Physics, Statistics, Computer Science, or a related quantitative field.Typically 5 plus years of relevant experience at an HFT firm, prop shop, or quantitative trading environment.