Quant Sigma

Mission Turn probability into profit. Ship models that thrive both on the whiteboard and in live markets. What You’ll Tackle • Design closed-form & numerical solutions for asymmetric option/vol-trading strategies • Translate sentiment & micro-structure noise into tradeable factors • Stress-test fat-tail, path, and liquidity risk; keep CVaR on a tight leash • Write production Python + C++/Rust with tests, docs, and CI • Drop crisp research memos that non-quants can act on—no academic fog What You Bring • Master’s/PhD in Math, Applied Math, or Theoretical Physics • Stochastic calculus, measure-theoretic probability, large-scale linear algebra • Python plus one compiled language (C++17 / Rust) • Comfort with 100 M+ row data sets, Git, Docker, CI pipelines • Clear writing, calm execution, bias for first-principles proofs Bonus Points GPU/CUDA, micro-structure data chops, peer-reviewed papers, prior trading-desk seat time. Show more Show less