Quantitative Researcher - Pricing Model
RemoteFull-timeJunior levelPosted 2 months ago
Data science role at Delta Exchange. Needs a PhD. Remote.
About the role
We are looking for a Quantitative Analyst / Researcher to evaluate, test, and enhance our pricing models for plain vanilla perpetual swaps and options across crypto and equity tokens. You will stress-test model assumptions, evaluate risk under extreme market regimes, and build novel models from scratch.
What you'll do
- Model Development & Optimization
- Build from Scratch: Design and prototype novel mathematical models for new derivative instruments and tokenized structures
- Test Core Assumptions: Deeply audit, challenge, and empirically test underlying model assumptions against live 24/7 market data
- Model Risk & Validation
- Quantitative Research & Volatility
What you need
- Python
- Pandas
- NumPy
- C++
- Prototyping
- Performance testing
Good to have
- Capital markets
- Physics