Skills
Python
SQL
Financial software engineering
Backend systems
API development
Options pricing
Greeks
Higher-order Greeks
Implied volatility
Volatility surfaces
Dealer hedging
Market maker positioning
Options market microstructure
Institutional options market data
Production systems
C++
Rust
Go
APIs
Options pricing engines
Market data pipelines
Summary
A senior engineering role for a specialist in production derivatives and options systems. You will build low-latency pricing and analytics infrastructure, calculate Greeks and implied volatility, construct volatility surfaces, analyze dealer positioning and market microstructure, and process institutional-scale options market data. The position requires 5+ years of production financial software engineering, expert Python and SQL, scalable backend and API expertise, and deep knowledge of options markets.
Highlights
Build sophisticated low-latency financial infrastructure involving options analytics, pricing, volatility modeling, market positioning, and institutional-scale market data. The role offers deep technical ownership of high-performance systems, production APIs, real-time data pipelines, and quantitative financial 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.
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.
