full-time
Quantitative Researcher - Pricing Model
Delta Exchange
- Employer
- Delta Exchange
- Location
- India
- Working pattern
- remote
About the role
The role involves developing, testing, and optimizing pricing models for crypto and equity derivatives while performing rigorous model validation and stress testing. You will also implement cutting-edge research to solve complex quantitative problems and maintain volatility analytics. Candidates must hold a Master’s or Ph.D. in a quantitative field and possess deep expertise in derivatives pricing and volatility modeling. Proficiency in Python or C++ is required, along with a strong background in model risk and the ability to translate technical research into production-grade models.