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Vola Dynamics

Options pricing and volatility fitting platform

Software Engineer - Python

Full-TimeUpdated on 10/23/2026
$165k - $190k/yr
Junior, Mid, Senior
Bachelor's, Master's
Norwalk, CT, USA+1 moreMore locations: New York, NY, USA
HybridHybrid schedule; in the office Tuesdays and Thursdays.
Software EngineeringBackend Engineering

About the job

Requirements
  • A Bachelor of Science or Master of Science degree in Computer Science, Physics, Mathematics, Data Science, Engineering, or another quantitative discipline.
  • Between 2 and 6 years of relevant experience working on production data-oriented systems in Python.
  • Experience designing, building, and maintaining scalable, fault-tolerant user-facing APIs for data-focused services or systems.
  • Hands-on experience deploying orchestration frameworks and containerization technologies such as Dagster, Airflow, Prefect, Docker, or Kubernetes.
  • Ability to understand, transform, analyze, visualize, and debug large numerical datasets.
  • Comfort using agent-driven development workflows to generate high-quality code.
  • Consistent application of software and data engineering best practices, including version control, automated testing, and thorough documentation.
  • Current authorization to work in the United States.
Responsibilities
  • Design and implement robust, scalable, real-time and historical user-facing data APIs in C++, Python, and Rust.
  • Build internal GUIs, TUIs, and other tools for real-time command and control and meta-analytics that accelerate research and streamline the path from research to production.
  • Develop scalable systems to ingest, transform, and analyze real-time and historical options market data, and deploy them on distributed computing infrastructure.
  • Architect, build, and maintain the data processing library underpinning streaming analytics.
  • Use AI development tools such as Claude Code and Codex.
  • Own and evolve distributed infrastructure spanning bare-metal servers, self-hosted Kubernetes, and cloud services.
Desired Qualifications
  • Active open-source contribution in Python, C++, or Rust data ecosystems.
  • Experience working with observability or tracing systems, or production DevOps workflows.
  • Professional experience working in a systems language such as C++, Rust, Java, or C#.
  • Experience working on options market making or derivatives infrastructure, or another quantitative finance background.

About the company

Vola Dynamics LLC provides software for pricing options and fitting volatility in derivatives markets. Its main product is an advanced options pricer and volatility fitter that calibrates volatility surfaces to market data, enabling real-time pricing and hedging for equity, ETF, futures, and index options; users can use auto-fitted curves or create and modify their own curves and surfaces. The company focuses on dividend and volatility surface modeling with high-performance pricing and calibration methods aimed at financial professionals and institutions. Its goal is to help firms price and hedge derivatives across equities, ETFs, futures, and indices by delivering fast, accurate volatility modeling and option pricing tools.

Company Size

1-10

Company Stage

N/A

Total Funding

N/A

Headquarters

New York City, New York

Founded

2016

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Simplify's Take

What believers are saying

  • Website updates in August 2026 show active product iteration and marketing.
  • April 2026 claims clients manage over $900 billion, proving enterprise adoption.
  • October 2, 2025 Cboe conference sponsorship and talk strengthen channel visibility.

What critics are saying

  • A small product surface around options analytics leaves revenue concentrated in one niche.
  • Competitors like Numerix and Qontigo already sell broader risk platforms to banks.
  • If C* curves underperform during stressed markets, traders switch fast by 2027.

What makes Vola Dynamics unique

  • C* curves outperform SVI, SABR, and SSVI on arbitrage-free volatility fitting.
  • Native C++, Python, Java, and C# APIs drop into trading stacks.
  • Cboe’s June 2025 RMC sponsorship signals credibility with institutional derivatives desks.

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Benefits

  • Health Insurance
  • 401(k) Retirement Plan
  • Remote Work Options