Remote Quantitative Derivative Pricing Scientist

Delta Exchange; United States; Remote; USD 150,000 - 210,000; Full time

Benefits offered by this job

Remote work flexibility

Growth opportunities

Leadership collaboration

Job summary

Delta Exchange seeks a Quantitative Analyst / Researcher to evaluate, test, and enhance pricing models for perpetual swaps and options across crypto and equity tokens. You will stress-test assumptions and translate research into production-grade models.

You should have deep expertise in raw volatility pricing, model validation, and first-principles analysis, with hands-on Python/C++ experience and a PhD or Master’s in a quantitative field. Remote work available.

Qualifications

• Advanced degree in a quantitative field required.
• Experience in model validation and risk testing.
• Strong Python/C++ programming skills.
• Knowledge of crypto markets, derivatives, and volatility modeling.

Responsibilities

• Develop and benchmark pricing models for perpetual swaps and options (crypto & equity tokens).
• Validate models end-to-end, identifying edge cases and failure points.
• Stress test models under extreme market scenarios and tail risks.
• Calibrate volatility surfaces, skew/smile dynamics, and funding-rate models.
• Translate research papers into production-grade algorithms.

Skills

Python

C++

Quantitative analysis

Backtesting

Stress testing

Volatility modeling

Derivatives pricing

Research

Education

Master's or PhD in a quantitative field

Tools

NumPy

SciPy

Pandas

Job description

Delta Exchange seeks a Quantitative Analyst / Researcher to evaluate, test, and enhance pricing models for perpetual swaps and options across crypto and equity tokens. You will stress-test assumptions and translate research into production-grade models.

You should have deep expertise in raw volatility pricing, model validation, and first-principles analysis, with hands-on Python/C++ experience and a PhD or Master’s in a quantitative field. Remote work available.