Vola Dynamics is the world's most sophisticated software and 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, market makers, and global banks.
We're seeking a data-oriented Software Engineer to play a pivotal role in developing our next-generation streaming data infrastructure from the ground up. This is a rare chance to design and build a modern trading analytics platform from scratch—one that will power cutting-edge applications built on Vola's advanced options analytics library.
We’re a small, tight-knit, highly technical team that values intellectual rigor, collaboration, and doing good work. You’ll take on broad responsibilities and contribute to work with real-world impact from day one. We help each other build, share ideas openly, and work together to get things done.
We're a hybrid team, in the office on Tuesdays and Thursdays.
What You'll Do
Design high-performance APIs: Design and implement robust, scalable, real-time and historical user-facing data APIs in C++, Python, and Rust.
Build powerful internal tools: Build powerful internal tools (GUIs, TUIs, etc.) for real-time command & control and meta-analytics that accelerate research and streamline the path from research to production.
Develop and maintain production data systems: Develop scalable systems to ingest, transform, and analyze real-time and historical options market data and deploy these on our distributed computing infrastructure.
Maintain our data processing library: Architect, build, and maintain the data processing library underpinning our streaming analytics.
Use AI: AI development tools (Claude Code, Codex) are a standard part of how we build software here, and we'll expect you to use them well.
Own our tech stack: Own and evolve a rapidly growing distributed infrastructure spanning bare-metal servers, self-hosted Kubernetes, and cloud services.
Who You Are
You earned a BS or MS degree in Computer Science, Physics, Mathematics, Data Science, Engineering, or another quantitative discipline.
You have between 2 years and 6 years of experience in relevant roles working on production data-oriented systems in Python.
You have experience designing, building, and maintaining scaleable, fault-tolerant user-facing APIs for data-focused services or systems.
You have hands-on experience deploying orchestration frameworks and containerization technologies such as Dagster, Airflow, Prefect, Docker, or Kubernetes.
You are skilled at understanding, transforming, analyzing, visualizing, and debugging large numerical datasets.
You are comfortable with using agent-driven development workflows to generate high-quality code.
You consistently apply software and data engineering best practices, including version control, automated testing, and thorough documentation.
You explain your thinking clearly, in code, review comments, design discussions, and writing.
You work well independently, and just as well as part of a small, hybrid team.
You hold current authorization to work in the US.
Our Stack
Python, C++, ClickHouse, Kubernetes, Kafka (Redpanda), Dagster, and Rust.
Nice to Have
Active open-source contributor in the Python, C++, or Rust data ecosystems.
Experience working with observability/tracing systems or production DevOps workflows.
Professional experience working in a systems language (C++, Rust, Java, C#, etc.)
Experience working on an options market making or derivatives infrastructure, or another quantitative finance background.
Skills Required
- BS or MS degree in Computer Science, Physics, Mathematics, Data Science, Engineering, or another quantitative discipline
- 2 to 6 years of experience in relevant roles working on production data-oriented systems in Python
- Experience designing, building, and maintaining scalable, fault-tolerant user-facing APIs for data-focused services or systems
- Hands-on experience with orchestration frameworks and containerization technologies such as Dagster, Airflow, Prefect, Docker, or Kubernetes
- Ability to understand, transform, analyze, visualize, and debug large numerical datasets
- Comfort using agent-driven development workflows to generate high-quality code
- Software and data engineering best practices, including version control, automated testing, and thorough documentation
- Clear communication in code, review comments, design discussions, and writing
- Ability to work independently and collaboratively on a small hybrid team
- Current authorization to work in the United States
- Active open-source contribution in Python, C++, or Rust data ecosystems
- Experience with observability, tracing systems, or production DevOps workflows
- Professional experience with a systems language such as C++, Rust, Java, or C#
- Experience with options market making, derivatives infrastructure, or quantitative finance
What We Do
Super-fast, robust, and sensible analytics for options pricing (vanillas and vol derivatives), fitting volatility surfaces, risk, scenarios, and volatility dynamics. There are high barriers to entry and large costs in maintaining a competitive options valuation infrastructure in this day and age. Only the largest and most sophisticated players currently have an edge in implying and managing accurate and robust borrow curves/forwards, and arbitrage-free volatility surfaces. Not anymore: We offer cost-effective drop-in replacements with simple APIs for critical components of any options market participants’ pricing, fitting and risk infrastructure, for both vanilla options and vol derivatives. You concentrate on your edge. Whether you are a high-frequency trader at a prop shop, a vanilla, flow or exotic trader at a bank or hedge fund, a risk manager, or involved in model validation, scenario analysis or margin calculations, we provide critical analytics to make your job simpler, faster, and better. Our vol fitter is generally acknowledged to be the best in the industry. In particular, it produces easy-to-use, tradable volatility curves in real-time, that can match the most challenging markets in a bias- and arbitrage-free manner. Our intuitive parametric curves are the crucial ingredient in allowing efficient alpha research to disagree with the market. Our clients range from low latency prop shops to hedge funds, banks, pension funds and other asset managers trading all global equity, futures and index options off our analytics. They have traded off Vola valuations and greeks even during challenging market conditions around Brexit, the US and French elections, the February 2018 volmageddon, and the 2020 coronavirus crash (when it was called a "godsend"). Contact us for details: [email protected]
