---
title: 'Software Engineer (C++) at Vola Dynamics'
canonical: 'https://feeny.ai/job/software-engineer-c-vola-dynamics-new-york-eb9x7z0p41nc'
type: 'job'
last_seen: '2026-09-15'
---

# Software Engineer (C++) at Vola Dynamics

- **Company:** Vola Dynamics
- **Location:** New York, NY
- **Compensation:** $165k–$190k
- **Employment:** full-time
- **Work type:** hybrid
- **Posted:** 2026-09-14
- **Last confirmed live:** 2026-09-15
- **Apply:** https://jobs.ashbyhq.com/voladynamics/14e53a69-2795-4d84-9182-8c0aa0e1a924

## Job description

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. 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. We're a hybrid team, in the office on Tuesdays and Thursdays.

## What You'll Do

- Core library development: Build and develop our core C++ quant library, from interface design through implementation, tests, and documentation.
- Library design: You'll help design the internal APIs that our team uses as well as the external APIs that our clients depend on to power their trading.
- Performance work: Investigate and profile algorithms, functions, or entire workflows to understand and improve their performance.
- Quantitative algorithms in production: Work with our quants to implement pricing and numerical models efficiently and correctly.
- Supporting other developers: Review code, answer design questions, and help teammates (who are strong quants or strong engineers but not always C++ specialists) write better C++.
- AI tooling: AI development tools (Claude Code, Codex, and similar) are a standard part of how we build software here, and we'll expect you to use them well.
- Build systems and developer experience: Cut build times, improve the test and CI setup, and improve the developer experience.

## Who You Are

- You have a Bachelor's degree or Master's degree in a computer science or another highly technical discipline (physics, engineering, chemistry, etc.)
- You have roughly 2 to 6 years of professional C++ experience, or comparable depth from academic or open source work.
- You've worked substantially in a large C++ codebase, in industry or academia, and you're fluent in modern object-oriented and/or functional programming paradigms.
- You are proficient in Python and have used at least one other systems language (Rust, C#, Java, etc.).
- You care how your code reads. You write clear, concise, well-organized C++.
- You are comfortable with using agent-driven development workflows to generate high-quality code.
- You're careful. You test your work to know it's right, and you think through numerical edge cases before a client finds them.
- You're rigorous about performance. You measure first, and you understand how the hardware affects the code you write.
- You explain your thinking clearly, in code, review comments, design discussions, and writing.
- You work well independently, and just as well as part of a small, hybrid team.
- You are authorized to work in the US.

## Nice to Have

- Hardware-aware programming: SIMD, GPUs, cache behavior, concurrency.
- Active open-source contributor in the C++ ecosystem.
- Experience working on an options market making or derivatives quant library, or other quantitative finance background.

## About Vola Dynamics

## Company Overview
- **One-liner**: Vola Dynamics provides super-fast, robust, and sensible analytics for options pricing, volatility surface fitting, risk, scenarios, and volatility dynamics.
- **Entity Type**: Private (Partnership)
- **Headquarters**: New York, New York, United States
- **Founded**: 2016
- **Founders**: Timothy Klassen

## Core Business
- **Primary industry**: Financial Services – options analytics and derivatives pricing infrastructure.
- **Target customers**: B2B; low-latency prop shops, hedge funds, banks, pension funds, and other asset managers trading global equity, futures, and index options.
- **Mission**: To offer cost-effective, drop-in replacements for critical components of options market participants’ pricing, fitting, and risk infrastructure, allowing clients to concentrate on their edge.

## Products & Services
- **Base Package (Pricer)**: Super-fast European and American vanilla options pricing with all greeks (delta, gamma, vega, volga, vanna, rho, rhoBorrow, theta, fugit), smart delta/gamma using Skew Stickiness Ratio (SSR), and accurate handling of cash dividends, large borrow costs, and term structure.
- **Fitter**: Real-time volatility surface fitting using Bayesian methods and unique parametric curves that can fit arbitrary market shapes including W-shaped skews (NVDA, TSLA, SPX) without bias. Produces arbitrage-free surfaces even in far wings. Outputs error bars based on bid-ask spreads.
- **Curves Module**: Family of nested parametric curves for intuitive manipulation of vol surface (level, skew, curvature), event modeling (earnings), and forward/dividend modeling.
- **PnL Attribution**: Greeks-based and scenario-based decomposition of P&L for vanillas and vol derivatives (VIX, var/vol swaps), breaking down vol PnL into ATF slope, curvature, and unexplained components.
- **Risk & Scenarios**: Smart greeks, scenario re-pricing, and book-level sensitivity analysis across curve types.
- **Optional Modules**: Event modeling, advanced dividend blending, and 0DTE handling.

## Market Standing
- **Valuation/Market Cap**: Not publicly available.
- **Key Metric**: Total funding – Not applicable (bootstrapped/partnership). Employee count: 13 (33.3% YoY growth as of mid-2025).
- **Notable Investors/Partners**: Not disclosed. Clients include low-latency prop shops, hedge funds, banks, pension funds, and asset managers.
- **Growth Signals**: Headcount grew 33.3% YoY; 2 active job postings for Quant Researchers; LinkedIn followers grew 46.5% yearly; battle-tested through COVID crash (VIX >80), GameStop short squeeze (500%+ IV), negative oil prices, and 0DTE.

## Competitive Advantages
- Best-in-class vol fitter generally acknowledged as the industry standard; unique parametric curves that fit W-shaped skews (no other commercial product offers this).
- Smart delta/gamma with integrated Skew Stickiness Ratio (SSR) for realistic spot-vol dynamics.
- Bayesian filtering and error bars from bid-ask spreads provide natural “minimum edge” guidance for market makers.
- Handles extreme market conditions without manual intervention or parameter tuning.
- Full support directly from the quants who build the system; C++, Python, Java, C# APIs for easy integration.

## Strategic Focus
- Continue to be the leading independent provider of options analytics for vanilla options and vol derivatives.
- Expand capabilities in real-time fitting, PnL attribution, and event modeling.
- Grow engineering team to support increasing client demands and maintain competitive edge.

## Why Work Here
- **Culture**: Small, highly technical team (13 employees) where quant researchers build and support the product directly. Emphasis on deep quantitative finance, computational numerics, and rigorous software engineering.
- **Work policy**: Hybrid (as indicated on job postings for Quant Researcher). Two offices in New York (HQ) and Norwalk, CT.
- **Perks**: Partnership structure; opportunity to work on market-critical infrastructure used by top-tier trading firms; direct impact on product direction.
- **Engineering culture**: Focus on performance (pricing whole US options universe in fractions of a second), robustness, and innovation in volatility modeling.

## Sources
1. [Vola Dynamics Website](https://voladynamics.com/)
2. [Vola Dynamics Careers Page (Ashby)](https://jobs.ashbyhq.com/voladynamics)
3. [LinkedIn Company Profile](https://www.linkedin.com/company/vola-dynamics-llc)
4. [Built In Company Profile](https://builtin.com/company/vola-dynamics)
5. [RocketReach Company Profile](https://rocketreach.co/vola-dynamics-llc-profile_b4619e9afc5c5b71)

## Other roles at Vola Dynamics

- [Quant Researcher](https://feeny.ai/job/quant-researcher-vola-dynamics-new-york-56q943eygpte) — New York, NY
- [Software Engineer (C++)](https://feeny.ai/job/software-engineer-c-qualysoft-budapest-b8vr8ybp9gf8) — Budapest, Hungary
- [Software Engineer (C++)](https://feeny.ai/job/software-engineer-c-opswat-ho-chi-minh-city-2hvxbqqckvgn) — Ho Chi Minh City, Vietnam