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Quant Researcher

Vola Dynamics· Research
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Hybrid (NYC), Hybrid (South Norwalk)$175k - $250kFull-timePosted 11mo ago

About the role

Researching cutting-edge problems in volatility modeling and options valuation for both vanillas and exotics across all asset classes; implementing solutions in a modern C++ and Python library used by sophisticated market participants; part of a rapidly growing team with significant impact.

Responsibilities

  • Research cutting-edge problems in volatility modeling and options valuation for vanillas and exotics across all asset classes.
  • Implement solutions in a modern C++ and Python library used by market participants.
  • Contribute to a team with immediate and outsized impact in quantitative finance.
  • Produce written documentation and clearly present research to colleagues.

Qualifications

  • - PhD degree in a hard science or mathematics.
  • - Proven track record of research using numerical algorithms, advanced modeling, or computational methods related to mathematical finance or similar fields.
  • - Significant experience using modern C++ for large-scale computational calculations, ideally in a high-quality library/framework.
  • - Significant experience using the scientific Python stack (Matplotlib, NumPy, Jupyter, etc) for analysis and visualization of research outputs.
  • - Strong communication skills, both verbal and written.
  • - Experience with software engineering best practices: interface design, version control, unit testing, documentation.
  • - Optional: prior industry experience in options market making or derivatives modeling (5 years or less) but not required.
  • - Authorized to work in the US.

Skills

Required:PhD in hard science or mathematicsNumerical algorithms / computational methodsC++ (modern)Python scientific stackCommunicationSoftware engineering practices
Last updated Sep 17, 2026. Interested? Apply on the company site.
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About Vola Dynamics

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