---
title: 'Quant Researcher at Vola Dynamics'
canonical: 'https://feeny.ai/job/quant-researcher-vola-dynamics-new-york-56q943eygpte'
type: 'job'
last_seen: '2026-09-15'
---

# Quant Researcher at Vola Dynamics

- **Company:** Vola Dynamics
- **Location:** New York, NY
- **Compensation:** $175k–$250k
- **Employment:** full-time
- **Work type:** hybrid
- **Posted:** 2025-03-10
- **Last confirmed live:** 2026-09-15
- **Apply:** https://jobs.ashbyhq.com/voladynamics/d12b4fe0-49c5-4789-9131-dd040b25920b

## Job description

Vola Dynamics is the world's most sophisticated software and research company for advanced options analytics. Our volatility fitter and ultra-fast option pricers are the market standard, powering decisions at the world’s leading hedge funds, proprietary trading firms, market makers, and global banks. In this role, you will research cutting-edge problems in volatility modeling and options valuation for both vanillas and exotics across all asset classes. You will implement your solutions in a modern C++ and Python library that is used by some of the most sophisticated market participants. As part of a rapidly growing team, your work will have an immediate and outsized impact. We believe that this is one of the most exciting opportunities in quantitative finance right now.

## Who You Are

- You hold a PhD degree in a hard science or mathematics.
- You have a proven track record of academic or professional research that used numerical algorithms, advanced modeling, or computational methods to solve challenging problems similar to what one might find in mathematical finance, astrophysics, particle physics, or similar fields.
- You have significant experience using modern C++ to perform large-scale computational calculations, ideally in a high-quality C++ library or framework.
- You have significant experience using the scientific Python stack (Matplotlib, NumPy, Jupyter, etc) to analyze and visualize research outputs (e.g. real world data, simulations).
- You are a confident communicator, both verbally and in writing, who can independently produce excellent written documentation and clearly present research to fellow colleagues.
- You have experience with modern software engineering best practices: interface design, version control, unit testing, documentation.
- You may have prior industry experience in options market making or derivatives modeling (5 years or less) but this is not required.
- You are authorized to work in the US.

## About Vola Dynamics

## Company Overview
- **One-liner**: Vola Dynamics provides super-fast, robust, and sensible analytics for options pricing, volatility surface fitting, risk, scenarios, and volatility dynamics.
- **Entity Type**: Private (Partnership)
- **Headquarters**: New York, New York, United States
- **Founded**: 2016
- **Founders**: Timothy Klassen

## Core Business
- **Primary industry**: Financial Services – options analytics and derivatives pricing infrastructure.
- **Target customers**: B2B; low-latency prop shops, hedge funds, banks, pension funds, and other asset managers trading global equity, futures, and index options.
- **Mission**: To offer cost-effective, drop-in replacements for critical components of options market participants’ pricing, fitting, and risk infrastructure, allowing clients to concentrate on their edge.

## Products & Services
- **Base Package (Pricer)**: Super-fast European and American vanilla options pricing with all greeks (delta, gamma, vega, volga, vanna, rho, rhoBorrow, theta, fugit), smart delta/gamma using Skew Stickiness Ratio (SSR), and accurate handling of cash dividends, large borrow costs, and term structure.
- **Fitter**: Real-time volatility surface fitting using Bayesian methods and unique parametric curves that can fit arbitrary market shapes including W-shaped skews (NVDA, TSLA, SPX) without bias. Produces arbitrage-free surfaces even in far wings. Outputs error bars based on bid-ask spreads.
- **Curves Module**: Family of nested parametric curves for intuitive manipulation of vol surface (level, skew, curvature), event modeling (earnings), and forward/dividend modeling.
- **PnL Attribution**: Greeks-based and scenario-based decomposition of P&L for vanillas and vol derivatives (VIX, var/vol swaps), breaking down vol PnL into ATF slope, curvature, and unexplained components.
- **Risk & Scenarios**: Smart greeks, scenario re-pricing, and book-level sensitivity analysis across curve types.
- **Optional Modules**: Event modeling, advanced dividend blending, and 0DTE handling.

## Market Standing
- **Valuation/Market Cap**: Not publicly available.
- **Key Metric**: Total funding – Not applicable (bootstrapped/partnership). Employee count: 13 (33.3% YoY growth as of mid-2025).
- **Notable Investors/Partners**: Not disclosed. Clients include low-latency prop shops, hedge funds, banks, pension funds, and asset managers.
- **Growth Signals**: Headcount grew 33.3% YoY; 2 active job postings for Quant Researchers; LinkedIn followers grew 46.5% yearly; battle-tested through COVID crash (VIX >80), GameStop short squeeze (500%+ IV), negative oil prices, and 0DTE.

## Competitive Advantages
- Best-in-class vol fitter generally acknowledged as the industry standard; unique parametric curves that fit W-shaped skews (no other commercial product offers this).
- Smart delta/gamma with integrated Skew Stickiness Ratio (SSR) for realistic spot-vol dynamics.
- Bayesian filtering and error bars from bid-ask spreads provide natural “minimum edge” guidance for market makers.
- Handles extreme market conditions without manual intervention or parameter tuning.
- Full support directly from the quants who build the system; C++, Python, Java, C# APIs for easy integration.

## Strategic Focus
- Continue to be the leading independent provider of options analytics for vanilla options and vol derivatives.
- Expand capabilities in real-time fitting, PnL attribution, and event modeling.
- Grow engineering team to support increasing client demands and maintain competitive edge.

## Why Work Here
- **Culture**: Small, highly technical team (13 employees) where quant researchers build and support the product directly. Emphasis on deep quantitative finance, computational numerics, and rigorous software engineering.
- **Work policy**: Hybrid (as indicated on job postings for Quant Researcher). Two offices in New York (HQ) and Norwalk, CT.
- **Perks**: Partnership structure; opportunity to work on market-critical infrastructure used by top-tier trading firms; direct impact on product direction.
- **Engineering culture**: Focus on performance (pricing whole US options universe in fractions of a second), robustness, and innovation in volatility modeling.

## Sources
1. [Vola Dynamics Website](https://voladynamics.com/)
2. [Vola Dynamics Careers Page (Ashby)](https://jobs.ashbyhq.com/voladynamics)
3. [LinkedIn Company Profile](https://www.linkedin.com/company/vola-dynamics-llc)
4. [Built In Company Profile](https://builtin.com/company/vola-dynamics)
5. [RocketReach Company Profile](https://rocketreach.co/vola-dynamics-llc-profile_b4619e9afc5c5b71)

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