veryfastfourier
veryfastfourier on Hacker News
Vola Dynamics (https://voladynamics.com) builds the core C++/Java/C#/Python quant library that powers options trading and analytics at many of the world’s most sophisticated prop shops, market makers, hedge funds, and banks. Our volatility fitter and ultra-fast option pricers are the market standard.
We're hiring for C++ engineers to work on our core library as well as Python engineers to build a new streaming data infrastructure from the ground up.
Work style: Hybrid in NYC or South Norwalk, CT. In-office on Tuesday and Thursday.
Apply here (https://jobs.ashbyhq.com/voladynamics) or email us at "resumes [at] voladynamics [dot] com" and mention HN in the subject.
Vola Dynamics (https://voladynamics.com) is the world's most sophisticated software and quant 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, and global banks.
We’re hiring our first Data Engineer to play a pivotal role in designing and developing our next-generation data and analytics infrastructure from the ground up.
Stack: Python, Dagster, Clickhouse, Kubernetes, Polars, and Grafana.
Work style: Hybrid in NYC/CT. In-office on Tuesday and Thursday.
Apply here: https://jobs.ashbyhq.com/voladynamics or email us at "resumes [at] voladynamics [dot] com" and mention HN in the subject.
Remote: Yes.
Willing to relocate: Yes.
Technologies: Scientific python, C++, Julia, Monte Carlo, Bayesian statistics, HPC, data science, statistical modeling, software architecture, performance optimization
Resume: Email me!
Email: rprechelt+youdontneedtoincludethispart <at> gmail.com
I'm a computational physicist (w/ PhD), with an undergrad education in CS, looking to make the jump from computational science to industry. I've spent the last 6+ years building large Python, C++, and Julia codebases for high-performance statistical computing and modeling, with a focus on modeling and analyzing extremely high-frequency time-series.
If you have challenging mathematical or computational problems, especially those that are fundamentally stochastic, then I'd love to chat about how I could leverage my experience to solve your problems!