Quant Researcher
| Company | Vola Dynamics |
|---|---|
| Location | New York, NY, USA, Darien, CT, USA |
| Salary | $160000 – $250000 |
| Type | Full-Time |
| Degrees | PhD |
| Experience Level | Expert or higher |
Requirements
- PhD degree in a hard science or mathematics
- Proven track record of academic or professional research using numerical algorithms, advanced modeling, or computational methods
- Significant experience using modern C++ for large-scale computational calculations
- Significant experience using the scientific Python stack (Matplotlib, NumPy, Jupyter, etc)
- Confident communicator, both verbally and in writing
- Experience with modern software engineering best practices: interface design, version control, unit testing, documentation
- Authorized to work in the US
Responsibilities
- Research cutting-edge problems in volatility modeling and options valuation for both vanillas and exotics across all asset classes
- Implement solutions in a modern C++ and Python library
Preferred Qualifications
- Prior industry experience in options market making or derivatives modeling (5 years or less)