Senior Software Developer/Engineer (C++/Python/Java/C#)
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#.
Salary Range: $125,000-$200,000. Employees will also be eligible to receive other forms of compensation (e.g., bonuses) which are expected to be a meaningful portion of overall compensation.
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.