Quant Researcher

Job Summary

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