Quant Researcher
Quant Researcher
Voladynamics
Vola Dynamics is a leading software and research company specializing in advanced options analytics, providing cutting-edge solutions for volatility modeling and options valuation. The Quant Researcher role involves researching complex problems in finance and implementing solutions using C++ and Python, contributing to impactful projects in a rapidly growing team.
Qualification
- PhD degree in a hard science or mathematics.
- Proven track record of research using numerical algorithms and computational methods.
- Significant experience with modern C++ for large-scale computational calculations.
- Experience with the scientific Python stack (Matplotlib, NumPy, Jupyter, etc).
- Strong communication skills for documentation and presentations.
- Familiarity with software engineering best practices: interface design, version control, unit testing, documentation.
- Prior industry experience in options market making or derivatives modeling is a plus.
- Authorization to work in the US.
Responsibility
- Research advanced problems in volatility modeling and options valuation for various asset classes.
- Implement solutions in a modern C++ and Python library.
- Analyze and visualize research outputs using the scientific Python stack.
- Produce excellent written documentation and present research findings clearly to colleagues.
- Collaborate with team members to enhance the library and improve modeling techniques.
