Quantitative Researcher - Pricing Model

4 hours, 7 minutes ago
Full-time
Senior
Data Science and Analytics
Delta Exchange

Delta Exchange

Delta Exchange is a leading digital asset derivatives exchange offering futures, perpetuals, and options trading with up to 100x leverage on Bitcoin, Ethereum, and 100+ Altcoins.

Capital Markets
11-50
Founded 2018

Description

  • Test, benchmark, and improve pricing models for plain vanilla perpetual swaps and options.
  • Design and prototype mathematical models for new derivative instruments and tokenized structures.
  • Audit and empirically test model assumptions using live market data.
  • Perform end-to-end model validation, including analysis of edge cases, limitations, and failure points.
  • Conduct risk and stress testing under extreme market regimes and tail-risk events.
  • Evaluate model performance, Greeks, and liquidity exposure.
  • Calibrate and maintain raw volatility pricing, implied volatility surfaces, skew/smile dynamics, and funding-rate models.
  • Read, critique, and implement technical and academic research into production-grade quantitative models.

Requirements

  • Hands-on experience with derivatives pricing, including options and perpetual swaps.
  • Expertise in raw volatility modeling and volatility-surface calibration.
  • Strong experience in model risk, backtesting, and stress testing within quantitative finance or trading.
  • Ability to analyze crypto market mechanics from first principles.
  • Ability to understand and implement complex formulas from technical research papers.
  • Advanced proficiency in Python with NumPy, SciPy, and Pandas, or in C++.
  • Master’s or Ph.D. in Financial Engineering, Quantitative Finance, Mathematics, Physics, or a related field.
  • Strong knowledge of crypto market microstructure, funding rates, and tokenized equity/RWA assets.

Benefits

  • Collaborative remote work environment supporting work-life balance.
  • Growth framework focused on continuous improvement.
  • Opportunities to learn from and collaborate with leadership.
  • Team offsites and employee engagement activities.
  • Competitive compensation.

Interested in this position?

Apply directly on the company website

Apply Now

Similar Roles

Staff Data Scientist, Growth

Alpaca 51-250 Capital Markets

Alpaca is seeking a Staff Data Scientist, Growth to define the company’s growth measurement strategy, experimentation platform, and analytics across the customer journey for its global brokerage-infrastructure business.

Python SQL
3 hours, 21 minutes ago

Director of Data Science

Motional 1K-5K Automotive

Motional is hiring a Director of Data Science to lead analysis of large-scale fleet and simulation data, developing rigorous performance metrics and models that support autonomous vehicle launch readiness and safety decisions.

AWS Machine Learning Python SQL Transformers
3 hours, 52 minutes ago

Senior Biostatistician

Freenome 251-1K Biotechnology

Freenome is seeking a remote Senior Biostatistician to lead statistical design, analysis, and reporting for clinical studies supporting research, development, and regulatory submissions for in vitro diagnostic products.

Python R
3 hours, 52 minutes ago

Data Scientist

Tubi 251-1K Internet Software & Services

Data Scientist at Tubi in San Francisco applies machine learning, statistics, and experimentation to improve streaming experiences and inform recommendation-system decisions for new and returning users.

Apache Spark Machine Learning Python SQL
3 hours, 52 minutes ago

You're on a roll! Sign up now to keep applying.

Sign Up

Already have an account? Log in

Used by 14,729+ remote workers