200+ applicants
Vola Dynamics LLC ยท 3 days ago
Options Quantitative Analyst
NYC Metro Area
Full-time
Onsite
Mid Level
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Responsibilities
Work directly with clients to solve problems related to volatility modeling, options valuation, and risk management.
Perform data-driven research to ensure the product and processes stay current with the options market.
Automate existing workflows and design new workflows in Python.
Communicate effectively both verbally and in writing with the team and clients.
Use scientific Python stack for analyzing and visualizing research outputs.
Apply modern software engineering best practices such as version control, unit testing, and documentation.
Qualification
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Required
You hold a PhD, MS or BS degree in a hard science, mathematics, or financial engineering.
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. You are someone who will constantly strive to improve the clarity of communication within our team and with our clients.
You have performed academic or professional research that used statistics, advanced modeling, or computational methods to solve challenging problems.
You have experience with modern software engineering best practices: version control, unit testing, documentation (or demonstrate the ability and willingness to acquire these skills quickly).
You have some experience with at least one of C++, C#, Java, Julia, or Rust.
You are authorized to work in the US.
Preferred
You may have some prior industry experience in financial markets, preferably in options or other derivatives, but this is not required.
Benefits
Medical
Vision
Dental
Life Insurance
Disability Insurance
401k
Company
Vola Dynamics LLC
Super-fast, robust, and sensible analytics for options pricing (vanillas and vol derivatives), fitting volatility surfaces, risk, scenarios, and volatility dynamics.
Founded in 2016
2-10 employees
Funding
Current Stage
Early StageLeadership Team
Timothy Klassen
CEO and Founder
Company data provided by crunchbase
