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Vola Dynamics

Software Engineer (C++)

Posted 2 Days Ago
Hybrid
New York, NY, USA
165K-190K Annually
Mid level
Hybrid
New York, NY, USA
165K-190K Annually
Mid level
Develop and maintain a high-performance C++ quantitative library for options analytics. Responsibilities include API and library design, performance profiling and optimization, implementing numerical pricing models, code reviews, developer support, build and CI improvements, testing, documentation, and AI-assisted development. The role works closely with quants and the CTO in a small hybrid team.
The summary above was generated by AI

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

  • Core library development: Build and develop our core C++ quant library, from interface design through implementation, tests, and documentation.

  • Library design: You'll help design the internal APIs that our team uses as well as the external APIs that our clients depend on to power their trading.

  • Performance work: Investigate and profile algorithms, functions, or entire workflows to understand and improve their performance.

  • Quantitative algorithms in production: Work with our quants to implement pricing and numerical models efficiently and correctly.

  • Supporting other developers: Review code, answer design questions, and help teammates (who are strong quants or strong engineers but not always C++ specialists) write better C++.

  • AI tooling: AI development tools (Claude Code, Codex, and similar) are a standard part of how we build software here, and we'll expect you to use them well.

  • Build systems and developer experience: Cut build times, improve the test and CI setup, and improve the developer experience.


Who You Are

  • You have a Bachelor's degree or Master's degree in a computer science or another highly technical discipline (physics, engineering, chemistry, etc.)

  • You have roughly 2 to 6 years of professional C++ experience, or comparable depth from academic or open source work.

  • You've worked substantially in a large C++ codebase, in industry or academia, and you're fluent in modern object-oriented and/or functional programming paradigms.

  • You are proficient in Python and have used at least one other systems language (Rust, C#, Java, etc.).

  • You care how your code reads. You write clear, concise, well-organized C++.

  • You are comfortable with using agent-driven development workflows to generate high-quality code.

  • You're careful. You test your work to know it's right, and you think through numerical edge cases before a client finds them.

  • You're rigorous about performance. You measure first, and you understand how the hardware affects the code you write.

  • 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 are authorized to work in the US.

Nice to Have

  • Hardware-aware programming: SIMD, GPUs, cache behavior, concurrency.

  • Active open-source contributor in the C++ ecosystem.

  • Experience working on an options market making or derivatives quant library, or other quantitative finance background.

HQ

Vola Dynamics New York, New York, USA Office

575 Lexington Ave, New York, New York, United States, 10022

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