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Open nowPosted 39 days ago

Quantitative Researcher - Pricing Model

Workable (global search)108,016 open roles

Where
India
Work mode
Remote
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Your applicationOpen nowQuantitative Researcher - Pricing ModelWorkable (global search) · India

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Early applications get read.

7.9% of postings close within 7 days. Measured by our own scanner across the market. Workable (global search) postings stay open a median of 7 days.

Share of postings closed within
  1. 1.6%1 day
  2. 3.6%3 days
  3. 7.9%7 days
  4. 14.9%14 days
  5. 34.0%30 days
This job: posted 39 days ago

Workable (global search) median: 7 days open

The posting

Role Overview

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. This role requires deep expertise in raw volatility pricing, proven model validation experience, and a first-principles approach to translating technical research into production-grade quantitative models.

Key Responsibilities

Model Development & Optimization

● Enhance Existing Models: Test, benchmark, and improve current pricing models for plain vanilla perps and options (crypto & equity tokens).

● 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

● Validation & Governance: Perform end-to-end model validation, identifying edge cases, structural limitations, and failure points.

● Risk & Stress Testing: Evaluate model performance, greeks (delta, gamma, vega), and liquidity exposure under extreme market scenarios and tail-risk events.

Quantitative Research & Volatility

● Volatility Analytics: Calibrate and maintain raw volatility pricing, implied volatility surfaces, skew/smile dynamics, and funding rate models.

● Research Implementation: Read, critique, and implement cutting-edge technical/academic research papers to solve complex quantitative problems.

Requirements

● Derivatives & Volatility Expertise: Hands-on experience with derivatives pricing (options, perps), raw volatility modeling, and surface calibration. ● Model Validation Background: Strong track record in model risk, backtesting, and stress testing within quantitative finance or trading environments. ● First-Principles Mindset: Ability to deconstruct crypto market mechanics from first principles rather than relying strictly on legacy TradFi assumptions. ● Research Capability: Ability to quickly digest and code complex formulas from technical research papers. ● Technical Skills: Advanced proficiency in Python (NumPy, SciPy, Pandas) or C++ for quantitative prototyping and analysis. ● Education: Master’s or Ph.D. in Financial Engineering, Quantitative Finance, Mathematics, Physics, or a related field. ● Domain Knowledge: Strong understanding of crypto market microstructure, funding rates, and tokenized equity/RWA assets.

Benefits

What We Offer ● Collaborative remote work environment that allows you to have a work life balance. ● Growth framework that drives fast, continuous improvement ● Opportunity to learn and collaborate with the leadership team. ● Exciting team offsites and employee engagement activities. ● Competitive compensation and exposure to closely with teams.

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