Quantitative Researcher, Volatility
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BHFT
Ajman
- 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... |
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3 days ago
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