Quant Researcher

About the role

You will research cutting-edge problems in volatility modeling and options valuation for both vanillas and exotics across all asset classes. You will implement your solutions in a modern C++ and Python library that is used by some of the most sophisticated market participants.

Responsibilities

• Research cutting-edge problems in volatility modeling and options valuation for both vanillas and exotics across all asset classes.
• Implement solutions in a modern C++ and Python library used by sophisticated market participants.

Requirements

• PhD degree in a hard science or mathematics.
• Proven track record of academic or professional research using numerical algorithms, advanced modeling, or computational methods to solve challenging problems similar to those found in mathematical finance, astrophysics, particle physics, or similar fields.
• Significant experience using modern C++ to perform large-scale computational calculations, ideally in a high-quality C++ library or framework.
• Significant experience using the scientific Python stack (Matplotlib, NumPy, Jupyter, etc) to analyze and visualize research outputs (e.g., real-world data, simulations).
• Confident communicator, both verbally and in writing, who can independently produce excellent written documentation and clearly present research to fellow colleagues.
• Experience with modern software engineering best practices: interface design, version control, unit testing, documentation.

Qualifications

• Authorized to work in the US.

Skills

• Advanced knowledge of C++ and Python.
• Experience with numerical algorithms and computational methods.
• Strong problem-solving skills and ability to work independently.
• Excellent communication skills, both verbal and written.

Benefits

• Competitive compensation range of $175K - $250K.

Pay

• Compensation range of $175K - $250K.

Schedule

• Full-time position.