---
title: 'Software Engineer (Python) at Vola Dynamics'
canonical: 'https://feeny.ai/job/software-engineer-python-vola-dynamics-new-york-dgmhm24ghq2s'
type: 'job'
last_seen: '2026-10-13'
---

# Software Engineer (Python) at Vola Dynamics

- **Company:** Vola Dynamics
- **Location:** New York, NY
- **Compensation:** $165k–$190k
- **Employment:** full-time
- **Work type:** hybrid
- **Posted:** 2026-09-23
- **Last confirmed live:** 2026-10-13
- **Apply:** https://jobs.ashbyhq.com/voladynamics/7eead84c-9a5a-451e-8a80-40fce1f36093

## 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. We're seeking a data-oriented Software Engineer to play a pivotal role in developing our next-generation streaming data infrastructure from the ground up. This is a rare chance to design and build a modern trading analytics platform from scratch—one that will power cutting-edge applications built on Vola's advanced options analytics library. We’re a small, tight-knit, highly technical team that values intellectual rigor, collaboration, and doing good work. You’ll take on broad responsibilities and contribute to work with real-world impact from day one. We help each other build, share ideas openly, and work together to get things done. We're a hybrid team, in the office on Tuesdays and Thursdays.

## What You'll Do

- Design high-performance APIs: Design and implement robust, scalable, real-time and historical user-facing data APIs in C++, Python, and Rust.
- Build powerful internal tools: Build powerful internal tools (GUIs, TUIs, etc.) for real-time command & control and meta-analytics that accelerate research and streamline the path from research to production.
- Develop and maintain production data systems: Develop scalable systems to ingest, transform, and analyze real-time and historical options market data and deploy these on our distributed computing infrastructure.
- Maintain our data processing library: Architect, build, and maintain the data processing library underpinning our streaming analytics.
- Use AI: AI development tools (Claude Code, Codex) are a standard part of how we build software here, and we'll expect you to use them well.
- Own our tech stack: Own and evolve a rapidly growing distributed infrastructure spanning bare-metal servers, self-hosted Kubernetes, and cloud services.

## Who You Are

- You earned a BS or MS degree in Computer Science, Physics, Mathematics, Data Science, Engineering, or another quantitative discipline.
- You have between 2 years and 6 years of experience in relevant roles working on production data-oriented systems in Python.
- You have experience designing, building, and maintaining scaleable, fault-tolerant user-facing APIs for data-focused services or systems.
- You have hands-on experience deploying orchestration frameworks and containerization technologies such as Dagster, Airflow, Prefect, Docker, or Kubernetes.
- You are skilled at understanding, transforming, analyzing, visualizing, and debugging large numerical datasets.
- You are comfortable with using agent-driven development workflows to generate high-quality code.
- You consistently apply software and data engineering best practices, including version control, automated testing, and thorough documentation.
- 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 hold current authorization to work in the US.

## Our Stack

Python, C++, ClickHouse, Kubernetes, Kafka (Redpanda), Dagster, and Rust.

## Nice to Have

- Active open-source contributor in the Python, C++, or Rust data ecosystems.
- Experience working with observability/tracing systems or production DevOps workflows.
- Professional experience working in a systems language (C++, Rust, Java, C#, etc.)
- Experience working on an options market making or derivatives infrastructure, or another 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)

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