Vola Dynamics · 3 months ago
Quant Researcher
New York, NY
Full-time
Onsite
Senior Level
$175K/yr - $250K/yrVola Dynamics is the world's most sophisticated software and research company for advanced options analytics. In this role, you will research cutting-edge problems in volatility modeling and options valuation and implement solutions in a modern C++ and Python library.
AnalyticsConsultingFinancial Services
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 used by market participants
Qualification
Required
You hold a PhD degree in a hard science or mathematics
You have a proven track record of academic or professional research that used numerical algorithms, advanced modeling, or computational methods to solve challenging problems similar to what one might find in mathematical finance, astrophysics, particle physics, or similar fields
You have significant experience using modern C++ to perform large-scale computational calculations, ideally in a high-quality C++ library or framework
You have significant experience using the scientific Python stack (Matplotlib, NumPy, Jupyter, etc) to analyze and visualize research outputs (e.g. real world data, simulations)
You are a confident communicator, both verbally and in writing, who can independently produce excellent written documentation and clearly present research to fellow colleagues
You have experience with modern software engineering best practices: interface design, version control, unit testing, documentation
You are authorized to work in the US
Preferred
You may have prior industry experience in options market making or derivatives modeling (5 years or less) but this is not required
Company
Vola Dynamics
Vola Dynamics Super-fast, robust, and sensible analytics for options pricing fitting volatility surfaces, risk, and volatility dynamics.
Founded in 2016
11-50 employees
H1B Sponsorship
Vola Dynamics has a track record of offering H1B sponsorships. Please note that this does not
guarantee sponsorship for this specific role. Below presents additional info for your
reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2024 (1)
Funding
Current Stage
Early StageLeadership Team
Timothy Klassen
CEO and Founder
Company data provided by crunchbase