Quant Researcher

Vola Dynamics LLC

Quant Researcher addressing challenges in volatility modeling and options valuation. Utilizing advanced quantitative methods in C++ and Python to support leading financial institutions.

Posted 6/29/2026full-timeNew York City • New York • 🇺🇸 United StatesMid-LevelSenior💰 $175,000 - $250,000 per yearWebsite

Tech Stack

Tools & technologies

NumpyPython

About the role

Key responsibilities & impact

Research cutting-edge problems in volatility modeling and options valuation for both vanillas and exotics across all asset classes.
Implement your solutions in a modern C++ and Python library that is used by some of the most sophisticated market participants.
Collaborate with a rapidly growing team, allowing your work to have an immediate and outsized impact.

Requirements

What you’ll need

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 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 US.

Benefits

Comp & perks

Offers Equity
Offers Bonus

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills & Tools

Volatility ModelingOptions ValuationNumerical AlgorithmsComputational MethodsLarge-Scale Computational CalculationsData AnalysisModelingInterface DesignUnit TestingDocumentation

Soft Skills

Confident CommunicatorExcellent Written Documentation