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About the Role
In this role, you'll work directly with our CTO on the design of our large-scale, high-performance C++ quant library. You'll own performance-critical code, work on high-level library design questions, and be the on-staff C++ expert that our team trusts when something needs to be fast and correct. As part of a small, hands-on team, you'll have real ownership from day one and your work will have an immediate and outsized impact. This is a rare position for an engineer who wants to work on genuinely hard problems at the intersection of numerical software, performance optimization, and software architecture.
Responsibilities
- Build and develop our core C++ quant library, from interface design through implementation, tests, and documentation.
- Design internal and external APIs for client use.
- Investigate and profile algorithms, functions, or entire workflows to understand and improve their performance.
- Implement pricing and numerical models efficiently and correctly.
- Review code, answer design questions, and help teammates write better C++.
- Utilize AI development tools (Claude Code, Codex, and similar) for software development.
- Reduce build times, improve test and CI setup, and enhance the developer experience.
Requirements
- Bachelor's or Master's degree in computer science, physics, engineering, chemistry, or a similar technical discipline.
- Approximately 2 to 6 years of professional C++ experience, or equivalent depth from academic or open-source work.
- Substantial experience in a large C++ codebase, in industry or academia.
- Fluency in modern object-oriented and/or functional programming paradigms.
- Proficiency in Python.
- Experience with at least one other systems language (Rust, C#, Java, etc.).
- Ability to write clear, concise, well-organized C++ code.
- Comfort using agent-driven development workflows for code generation.
- Careful testing of work and consideration of numerical edge cases.
- Rigorous approach to performance measurement and understanding hardware's impact on code.
- Clear explanation of thinking through code, review comments, design discussions, and writing.
- Ability to work well independently and as part of a small, hybrid team.
- Authorized to work in the US.
Skills
- C++
- Python
- Object-oriented programming
- Functional programming
- Systems programming
- Performance optimization
- Numerical software
- Software architecture
- AI development tools
- Build systems
- Developer experience
- SIMD
- GPUs
- Cache behavior
- Concurrency
Location
- Hybrid
Work Type
- Hybrid
Experience Level
- Mid-level
Education Level
- Bachelor's degree
- Master's degree
About the Company
- Vola Dynamics is the world's most sophisticated software and research company for advanced options analytics.
- Our volatility fitter and ultra-fast option pricers are the market standard, powering decisions at the world’s leading hedge funds, proprietary trading firms, market makers, and global banks.