Vola Dynamics · NYC
Build and maintain the core C++ options quant library, covering API design, performance profiling, and implementing pricing models with quants. Works directly with the CTO on a small hands-on team, and uses AI tools like Claude Code and Codex. Stack includes C++ and Python, with Rust, C#, or Java experience also required.
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.
In this role, you'll work directly with our CTO on the design of our large-scale, high-performance C++ quant library. You'll own performance-critical code, work on high-level library design questions, and be the on-staff C++ expert that our team trusts when something needs to be fast and correct.
As part of a small, hands-on team, you'll have real ownership from day one and your work will have an immediate and outsized impact. This is a rare position for an engineer who wants to work on genuinely hard problems at the intersection of numerical software, performance optimization, and software architecture.
We're a hybrid team, in the office on Tuesdays and Thursdays.
What You'll Do
Who You Are
Nice to Have
Compensation: $165K - $190K