Vol Surface Jobs

Discover jobs tagged vol-surface in our jobs directory, a curated list of openings for quantitative researchers, derivatives engineers, options traders, and quant developers specializing in volatility surface modeling, implied/local/SABR calibration, smile interpolation, and options liquidity strategies. Each listing emphasizes required skills and tech stacks—Python, C++, QuantLib, numerical optimization, stochastic modeling, and Monte Carlo/SDE techniques—so you can quickly identify positions focused on pricing models, hedging, market-making, and risk-neutral density estimation. Use the filtering UI to narrow results by experience level, remote or on-site, stack, or compensation band, view detailed job descriptions and team contexts, and set alerts to apply for the most relevant volatility surface modeling jobs. Explore current openings and take action to advance your career in options pricing and derivatives research.