Senior Options Quant (C++/Python)

Vola Dynamics is hiring for the role of a senior options quant. We are the leading software and research company for advanced options analytics (our volatility fitter, for example, is generally acknowledged to be the best in the industry). We are growing rapidly and our clients already include many of the world’s leading prop shops, hedge funds, banks and pension funds.

You will be working on cutting-edge problems in volatility modeling, options pricing and risk analysis, for vanillas and/or exotics, and implement your solutions in a modern C++/python library. Your PhD level research will have an immediate impact.

We believe that this is one of the most exciting opportunities in quantitative finance right now.

What You'll Need:

Nice To Have:

Salary Range: $125,000-$200,000. Employees will also be eligible to receive other forms of compensation (e.g., bonuses) which are expected to be a meaningful portion of overall compensation.

We offer an excellent benefits package: medical, vision, dental, 401k.

The role is either in NYC or our new South Norwalk, CT, office, with partial WFH if desired.

Please understand that we can not respond to every application.