Requirements
The role requires experience researching and developing systematic options strategies, a strong understanding of options mathematics, volatility modelling, and derivatives markets. Candidates must have proven experience taking research ideas through the full lifecycle to production deployment, strong Python skills, and experience with quantitative research libraries. Experience with relative value, volatility, spread trading, or statistical arbitrage approaches, along with strong analytical and problem-solving skills, is essential. Prior experience in a systematic trading, hedge fund, or proprietary trading environment is also required.
Description
Job description / Role
Job Type
Full Time
Job Location
Dubai, UAE
Nationality
Any Nationality
Salary
Not Specified
Gender
Not Specified
Arabic Fluency
Not Specified
Job Function
Finance, Business Analysis & Consulting
Company Industry
Finance, Investment & Asset Management
Overview
We are working with a leading proprietary trading firm seeking an options quant researcher to join its systematic trading business. The firm operates sophisticated HFT and MFT strategies across multiple asset classes and is investing heavily in the continued expansion of its options research capabilities. This role offers the opportunity to develop and deploy fully automated options strategies within a highly collaborative environment combining quantitative research, trading, and technology.
The successful candidate will play a key role in building systematic options strategies, conducting volatility research, and improving the firm's overall trading performance through rigorous quantitative analysis.
Responsibilities
Research, develop, and optimise systematic options trading strategies
Build and maintain volatility models and pricing frameworks
Conduct research across:
Relative value strategies
Volatility arbitrage
Calendar spreads and term structure opportunities
Skew and smile trading
Statistical arbitrage within options markets
Design and implement robust research pipelines, backtesting systems, and simulation frameworks
Develop realistic trading simulations accounting for execution costs, market impact, spreads, latency, and partial fills
Collaborate with traders, researchers, and engineers to improve strategy robustness and production performance
Monitor live trading performance and iterate on models as market conditions evolve
Requirements
Experience researching and developing systematic options strategies
Strong understanding of options mathematics, volatility modelling, and derivatives markets
Proven experience taking research ideas through the full lifecycle from hypothesis generation to production deployment
Strong Python skills and experience with quantitative research libraries
Experience with relative value, volatility, spread trading, or statistical arbitrage approaches
Strong analytical and problem-solving skills
Experience working in a systematic trading, hedge fund, or proprietary trading environment
Preferred Experience
Experience working across HFT and/or MFT strategies
Knowledge of market microstructure and execution-aware modelling
Experience working with low-latency or execution-focused teams
Familiarity with machine learning applications in trading research
Experience across listed derivatives, equities, futures, or options markets
Why apply?
Opportunity to work on complex options and volatility trading problems
Direct ownership of strategy development from research through deployment
Access to advanced infrastructure, simulation environments, and engineering support
Exposure to both HFT and MFT trading styles
Fully remote environment with significant autonomy and impact
Apply Now