Quant Researcher

VirtualVocations

Scottsdale, US

Remote

Job Description

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

Skills & Requirements

Technical Skills

PythonNumpyPandasMatplotlibScipyOptimizationMl librariesQuantlibCustom volatility toolsPytorchTensorflowNse optionsTradfi derivativesMargin impactVolatility modelsLive tradingTradfi marketsVolatility surfacesReal market dataGapsLatency issuesBid / ask spreadsNoisePosition-driven dynamic surface shapingPortfolio greeksCalibrationTuningDebuggingRealistic market conditionsLogic implementationPortfolio managementMarket data analysisAlgorithmic tradingFinancial modelingQuantitative financeDerivatives pricingRisk managementMarket microstructureFinancial engineeringQuantitative analysisFinancial marketsMarket dataFinancial instrumentsFinancial modelingQuantitative financeDerivatives pricingRisk managementMarket microstructureFinancial engineeringQuantitative analysisFinancial marketsMarket dataFinancial instrumentsLeadershipCommunicationTeamworkProblem-solvingProject managementTime managementAttention to detailCollaborationIndependent workPresentationRisk assessmentInitiativeInclusive and collaborative team environmentExcellent communicationOrganizational skillsHeavy workloadDeadline-orientedExcelCoding languagesAnalytical toolsRelocationQuantitative financeFinancial marketsAlgorithmic tradingDerivatives pricingRisk managementMarket microstructureFinancial engineeringQuantitative analysisFinancial instrumentsFinancial modelingQuantitative financeDerivatives pricingRisk managementMarket microstructureFinancial engineeringQuantitative analysisFinancial marketsMarket dataFinancial instruments

Employment Type

FULL TIME

Level

mid

Posted

4/27/2026

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