Summary
A senior engineering role for building high-performance financial software involving derivatives analytics, pricing systems, and institutional-scale market data infrastructure. Requires deep expertise in quantitative finance and production engineering.
Highlights
Highly specialized engineering role focused on advanced financial systems, quantitative technologies, and building sophisticated market infrastructure.
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.
