A company is looking for a Quant Researcher with hands-on experience applying volatility models in live trading in TradFi markets.
Key Responsibilities
Calibrate volatility surfaces on real market data while managing gaps and latency issues
Tune and debug models under realistic market conditions, including bid / ask spreads and noise
Design and implement logic for position-driven dynamic surface shaping based on portfolio Greeks
Required Qualifications
Proficiency in Python, including strong use of NumPy, pandas, matplotlib, SciPy, and relevant optimization / ML libraries
Familiarity with standard quant libraries such as QuantLib or custom volatility tools
Experience with PyTorch or TensorFlow is strongly preferred
Experience with NSE options or other TradFi derivatives with margin impact is a major plus
FULL TIME
Mid-Level
4/27/2026
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