Careers at Vola Dynamics

Vola Dynamics solves the hardest problems in quantitative finance, i.e. holy-grail problems that have been around for decades. We have developed, for example, the fastest and most robust pricer and fitter for options trading in the industry.

We are growing rapidly and our clients already include many of the world’s leading prop shops, hedge funds, banks and pension funds. We are now expanding our offering in many dimensions, to become the go-to provider of all computationally and mathematically demanding analytics, data, and services for volatility and derivatives modeling.

If you love deep research involving the interplay of mathematical modeling, large-scale data analysis and cutting edge algorithm design in a modern C++ library -- or to build the software engineering, data, and research infrastructure around it -- we want to hear from you!

We are hiring for several Developer and Quant positions. Both junior and senior roles are available.

We also want to hear from you if you can help us run and grow the business further, i.e. on the business development side, from COO to HR. We have a preference for rising stars with an entrepreneurial mindset, but will consider candidates at all levels of seniority.

To apply for any position, please send your resume and cover letter to resumes@voladynamics.com. Please make sure to specify which position you are interested in applying for in your email.

Vola Dynamics is hiring for the role of a junior options quant. We are the leading software and research company for advanced options analytics (our volatility fitter, for example, is generally acknowledged to be the best in the industry). We are growing rapidly and our clients already include many of the world’s leading prop shops, hedge funds, banks and pension funds.

You will be working on cutting-edge problems in volatility modeling, options pricing and risk analysis, for vanillas and/or exotics, and implement your solutions in a modern C++/python library. Your contributions will have an immediate impact.

We believe that this is one of the most exciting opportunities in quantitative finance right now.

What You'll Need:

  • Bachelors or Masters degree in a hard science or mathematics.
  • A proven record of independent research, modeling, software design and data analysis, either within academia or industry.
  • Ability to take a problem from inception through mathematical modeling, algorithmic implementation, testing, and refinement to production.
  • Experience in modern OO programming (or FP), ideally involving numerical algorithms in a large-scale, high-quality C++ library
  • Thorough understanding of modern software engineering best practices: interfaces, modularity, version control, unit testing, documentation (OR: demonstrate the ability and willingness to acquire these skills quickly).
  • Work independently or as part of a team.
  • Common sense and (eagerness to acquire) domain knowledge; know when a pragmatic or a first-principle solution is required.
  • Attention to detail and creativity; understand how to get to the bottom of complex problems efficiently.
  • Data analysis skills and experience.
  • Excellent verbal and written communication skills.
  • Work authorization in the US (in the future we might have roles in e.g. Amsterdam, London, Dublin or Zurich; please let us know if you’re interested in those).

We offer an excellent benefits package: medical, vision, dental, 401k.

The role is either in NYC or our new South Norwalk, CT, office, with partial WFH if desired.

Please understand that we can not respond to every application.

Vola Dynamics is hiring for the role of a senior options quant. We are the leading software and research company for advanced options analytics (our volatility fitter, for example, is generally acknowledged to be the best in the industry). We are growing rapidly and our clients already include many of the world’s leading prop shops, hedge funds, banks and pension funds.

You will be working on cutting-edge problems in volatility modeling, options pricing and risk analysis, for vanillas and/or exotics, and implement your solutions in a modern C++/python library. Your PhD level research will have an immediate impact.

We believe that this is one of the most exciting opportunities in quantitative finance right now.

What You'll Need:

  • PhD (preferred) or Masters degree in a hard science or mathematics.
  • A proven record of independent research, modeling, software design and data analysis, either within academia or industry.
  • Ability to take a problem from inception through mathematical modeling, algorithmic implementation, testing, and refinement to production.
  • Significant experience in modern OO programming (or FP), ideally involving numerical algorithms in a large-scale, high-quality C++ library
  • Thorough understanding of modern software engineering best practices: interfaces, modularity, version control, unit testing, documentation (OR: demonstrate the ability and willingness to acquire these skills quickly).
  • Work independently or as part of a team.
  • Common sense and (eagerness to acquire) domain knowledge; know when a pragmatic or a first-principle solution is required.
  • Attention to detail and creativity; understand how to get to the bottom of complex problems efficiently.
  • Data analysis skills and experience.
  • Excellent verbal and written communication skills.
  • Work authorization in the US (in the future we might have roles in e.g. Amsterdam, London, Dublin or Zurich; please let us know if you’re interested in those).

Nice To Have:

  • Experience in options market making and (equity) exotics modeling.
  • Experience in FX or IR derivative modeling.
  • Experience with calibration and robust statistics problems.
  • 3+ years of research involving advanced modeling, programming and data analysis as one would find in fields like mathematical finance, astrophysics, particle physics (lattice QCD, high-energy theory or phenomenology, etc), or similar fields.
  • Experience with automating daily processes.
  • Research publications in top peer-reviewed journals.
  • PhD, postdoc or professorship at a top university.
  • Machine Learning Experience.

We offer an excellent benefits package: medical, vision, dental, 401k.

The role is either in NYC or our new South Norwalk, CT, office, with partial WFH if desired.

Please understand that we can not respond to every application.

Vola Dynamics is hiring for the role of a junior developer. We are the leading software and research company for advanced options analytics. Our volatility fitter, for example, is generally acknowledged to be the best in the industry. We are growing rapidly and our clients include many of the world’s leading prop shops, hedge funds, banks and pension funds.

Our continued success depends on expanding and maintaining our high-performance C++/python library, as well as the expansion into data and SaaS products.

You will be working on a large-scale, modern C++/python library, and all the associated data and service products we are developing.

Your contributions will have an immediate impact. We believe that this is one of the most exciting software roles in quantitative finance right now.

What You'll Need:

  • Bachelors or Master degree in a STEM field.
  • Thorough understanding of modern software engineering best practices: interfaces, modularity, version control, unit testing, CD/CI, documentation, agile dev, etc.
  • Significant experience in modern OO/FP programming, in a large-scale C++ library in industry or academia.
  • Work independently or as part of a team.
  • Common sense and (eagerness to acquire) domain knowledge
  • Attention to detail and creativity; understand how to get to the bottom of complex problems efficiently.
  • Excellent verbal and written communication skills.
  • Work authorization in the US (in the future we might have roles in Amsterdam, London, Dublin or Zurich; please let us know if you’re interested in those).

Examples of things you might work on:

  • High-performance/large-scale processing of real-time market data.
  • Proper OO design of complex financial objects and pricing or calibration algorithms.
  • Efficient serialization/deserialization of complex objects.
  • High performance logging.
  • Machine learning tuning of various algorithms.
  • Automatic generation of public API, documentation, etc.
  • CD/CI, automate creating builds for different platforms.
  • Large-scale (regression) testing frameworks.
  • Automating daily processes, (cloud) infrastructure as code.
  • Configuration infrastructure and multi-threaded C++ code for complex apps.
  • High-performance visualization and GUI development.

Nice To Have:

  • Open source code contributor.
  • Experience with automating daily processes.
  • Experience with machine learning algorithms and frameworks.
  • Experience with high-frequency market data (processing, storage, retrieval).
  • Experience with an options market making or derivatives quant library.
  • Experience working with a large-scale library in a STEM field.
  • Experience with java/C++\CLI/C#.

We offer an excellent benefits package: medical, vision, dental, 401k.

The role is either in NYC or our new South Norwalk, CT, office, with partial WFH if desired.

Please understand that we can not respond to every application.

Vola Dynamics is hiring for the role of a senior developer. We are the leading software and research company for advanced options analytics. Our volatility fitter, for example, is generally acknowledged to be the best in the industry. We are growing rapidly and our clients include many of the world’s leading prop shops, hedge funds, banks and pension funds.

Our continued success depends on expanding and maintaining our high-performance C++/python library, as well as the expansion into data and SaaS products.

You will be working on a large-scale, modern C++/python library, and all the associated data and service products we are developing.

Your contributions will have an immediate impact. We believe that this is one of the most exciting software roles in quantitative finance right now.

What You'll Need:

  • Masters degree or PhD in a STEM field.
  • Thorough understanding of modern software engineering best practices: interfaces, modularity, version control, unit testing, CD/CI, documentation, agile dev, etc.
  • Significant experience in modern OO/FP programming, in a large-scale C++ library in industry or academia.
  • Work independently or as part of a team.
  • Common sense and (eagerness to acquire) domain knowledge
  • Attention to detail and creativity; understand how to get to the bottom of complex problems efficiently.
  • Excellent verbal and written communication skills.
  • Work authorization in the US (in the future we might have roles in Amsterdam, London, Dublin or Zurich; please let us know if you’re interested in those).

Examples of things you might work on:

  • High-performance/large-scale processing of real-time market data.
  • Proper OO design of complex financial objects and pricing or calibration algorithms.
  • Efficient serialization/deserialization of complex objects.
  • High performance logging.
  • Machine learning tuning of various algorithms.
  • Automatic generation of public API, documentation, etc.
  • CD/CI, automate creating builds for different platforms.
  • Large-scale (regression) testing frameworks.
  • Automating daily processes, (cloud) infrastructure as code.
  • Configuration infrastructure and multi-threaded C++ code for complex apps.
  • High-performance visualization and GUI development.

Nice To Have:

  • Open source code contributor.
  • Experience with automating daily processes.
  • Experience with machine learning algorithms and frameworks.
  • Experience with high-frequency market data (processing, storage, retrieval).
  • Experience with an options market making or derivatives quant library.
  • Experience working with a large-scale library in a STEM field.
  • Experience with java/C++\CLI/C#.

We offer an excellent benefits package: medical, vision, dental, 401k.

The role is either in NYC or our new South Norwalk, CT, office, with partial WFH if desired.

Please understand that we can not respond to every application.