Quantitative Researcher – Pricing Model

🕒 July 31

🇮🇳 India – Remote

⏰ Full Time

🟡 Mid-level

🟠 Senior

✨ Researcher

👻 Ghost score 47%

What it means: the chance that no one is really hiring for this job.How to read it: 60% or higher means we think this is a ghost. Lower scores are less of a worry.How we score it: age, reposts, open roles vs team size, how fast jobs close, and whether pay is listed.Fine print: an estimate from public data, not a judgment of the company. Real jobs can score high, so treat it as a hint, not a fact.

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Delta Exchange

WebsiteLinkedInAll Job Openings

51 - 200 employees

Founded 2018

₿ Crypto

💳 Fintech

🏪 Marketplace

💰 $5M Initial Coin Offering - Delta Exchange on 2021-03

Crypto • Fintech • Marketplace

Delta Exchange is a crypto derivatives exchange offering futures and options trading for major cryptocurrencies such as Bitcoin and Ether. It provides 24/7 markets with efficient margining, INR-denominated margin and P/L, and INR deposit/withdrawal and settlement, allowing users in India to trade crypto derivatives without owning the underlying assets. The platform is registered with the FIU (Government of India) and presents features like an algo marketplace, token listings including RWA tokens, and pro trading tools optimized for mobile and web.

📋 Description

• Test, benchmark, and improve current pricing models for plain vanilla perpetual swaps and options across crypto and equity tokens • Design and prototype novel mathematical models for new derivative instruments and tokenized structures • Audit, challenge, and empirically test underlying model assumptions against live 24/7 market data • Perform end-to-end model validation, identifying edge cases, structural limitations, and failure points • Evaluate model performance, greeks (delta, gamma, vega), and liquidity exposure under extreme market scenarios and tail-risk events • Calibrate and maintain raw volatility pricing, implied volatility surfaces, skew/smile dynamics, and funding rate models • Read, critique, and implement cutting-edge technical and academic research papers to solve complex quantitative problems

🎯 Requirements

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

🏖️ Benefits

• 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 • Exposure to closely with teams

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