Software Engineer (C++)
About the role
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.
Responsibilities
- Build and develop core C++ quant library
- Help design internal and external APIs
- Investigate and profile algorithms for performance improvement
- Implement pricing and numerical models with quants
- Review code and assist teammates in C++ development
- Utilize AI development tools for software building
- Improve build times and developer experience
Qualifications
- Bachelor's or Master's degree in computer science or related field
- 2 to 6 years of professional C++ experience
- Experience in large C++ codebases
- Proficient in Python and another systems language
- Strong understanding of performance optimization
Benefits
- Equity
- Bonus
Skills mentioned
About Vola Dynamics
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: info@VolaDynamics.com