Skills
Python
SQL
Production financial software engineering
Scalable backend systems
API design
Options pricing models
Greeks and higher-order Greeks
Implied volatility
Volatility surfaces
Dealer hedging and market maker positioning
Options market microstructure
Institutional options market data
Low-latency systems
High-performance data pipelines
C++
Rust
Go
OPRA
Summary
A highly specialized senior engineering role for someone who has built production systems for options and derivatives. You will develop low-latency pricing and analytics infrastructure, volatility and Greeks engines, market-structure analytics, high-performance institutional market-data pipelines, and APIs for intelligent investment applications. Expert Python and strong SQL are required, along with deep knowledge of options markets and substantial experience building scalable financial software. Experience with C++, Rust, or Go and a quantitative academic background are strong advantages.
Highlights
Work on technically demanding, production-grade financial infrastructure spanning options analytics, pricing, volatility modeling, market structure, and institutional-scale data. The role offers deep ownership of high-performance systems and exposure to sophisticated quantitative engineering challenges.
Description
At Unlok, we’re building an AI-native investing platform that transforms institutional-grade derivatives and market data into intelligent products for everyday investors.
We’re looking for engineers who have spent years building production systems for options, derivatives, and market structure.
If your background is primarily React, CRUD APIs, SaaS applications, or general backend development, this role is probably not for you.
What You’ll Build
Low-latency options analytics and pricing infrastructureProduction Greeks, implied volatility, and volatility surface enginesDealer positioning, gamma exposure, volatility, and market structure analyticsHigh-performance market data pipelines processing institutional options data (OPRA or equivalent)APIs powering AI-native investing products
Minimum Requirements
5+ years building production financial softwareExpert-level Python and strong SQLExtensive experience designing scalable backend systems and APIsDeep understanding of: Options pricing models, Greeks and higher-order Greeks, Implied volatility and volatility surfaces, Dealer hedging and market maker positioning, Options market microstructure, Institutional options market data (OPRA or equivalent)
Strongly Preferred
PhD in Computer Science, Mathematics, Statistics, Financial Engineering, or another highly quantitative disciplineExperience building production software at a brokerage, exchange, options market maker, quantitative hedge fund, or institutional trading firmExperience developing options analytics, pricing engines, risk systems, or market data infrastructureStrong systems programming experience in C++, Rust, or Go
You Have Probably Built
Options pricing libraries used in productionReal-time options market data systemsDealer gamma or positioning analyticsVolatility surface construction and calibration enginesTrading infrastructure for brokerages, exchanges, or quantitative trading firmsAPIs serving institutional-scale market data
Please Do Not Apply If
Your primary experience is full-stack, frontend, mobile, or general SaaS development.You’ve mainly built CRUD applications, dashboards, or internal business software.You know options from trading personally but have never engineered production options systems.Your finance experience is primarily research or data science without significant production engineering.You would need to learn derivatives market structure on the job.
