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Vola Dynamics is the world's most sophisticated software and research company for advanced options analytics. Our volatility fitter and ultra-fast option pricers are the market standard, powering decisions at the world’s leading hedge funds, proprietary trading firms, market makers, and global banks. In this 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. As part of a rapidly growing team, your work will have an immediate and outsized impact. We believe that this is one of the most exciting opportunities in quantitative finance right now. Who You Are • 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. Apply tot his job

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