Quant Researcher

Overview

Vola Dynamics is the world's most sophisticated software and research company for advanced options analytics. Our volatility fitter and ultra-fast option pricers are the market standard, powering decisions at the world’s leading hedge funds, proprietary trading firms, market makers, and global banks. In this role you will research cutting‑edge problems in volatility modeling and options valuation for both vanilla and exotic products across all asset classes, implementing solutions in a modern C++ and Python library used by leading market participants.

Your work will have immediate and outsized impact.

$/yr - $/yr

Mid‑Senior level

Full‑time

Finance and Sales

• 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 those found 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, Num Py, 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 documentation and clearly present research to colleagues.
• You have experience with modern software engineering best practices: interface design, version control, unit testing, documentation.
• You may have prior industry experience in options market making or derivatives modeling (5 years or less) but this is not required.
• You are authorized to work in the U.S.

Compensation Range: $175K - $250K

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Location:

New York, NY