Website:
unlok.com
Job details:
About us:
We're building an AI-native investing platform that transforms institutional-grade market data into products for everyday investors.
Our mission is to help investors better understand global financial markets through data, research, and AI. Rather than simply displaying charts or dashboards, we build products that explain what markets are doing, why they're moving, and what options markets may be pricing in.
Behind these products is a real-time options intelligence platform built on institutional-grade options market data. We're looking for engineers who enjoy solving challenging problems in quantitative finance, large-scale market data processing, and AI.
What you will do:
- Build high-performance software that processes institutional-grade options market data
- Develop production-grade options pricing and analytics
- Design and optimize low-latency systems capable of processing millions of option contracts and generating real-time analytics
- Optimize quantitative computation using efficient algorithms, vectorized computation, parallel processing, and intelligent caching
- Collaborate closely with quantitative researchers to transform mathematical models into production-quality software
- Build AI-powered products that help investors better understand options markets
What we are looking for:
- Bachelor's, Master's, or PhD in Computer Science, Computer Engineering, Mathematics, Financial Engineering, Physics, or a related quantitative discipline
- Strong Python programming skills and experience building production software
- Hands-on experience building production software for options pricing, options analytics, derivatives trading systems, options risk management, or portfolio risk analytics
- Experience implementing option pricing models such as Black-Scholes, binomial trees, Monte Carlo methods, or similar quantitative models in production code
- Experience working with option chains, Greeks, implied volatility, volatility surfaces, volatility skew, expected move calculations, or option market microstructure
- Experience designing high-performance, low-latency systems for processing large-scale financial market data
- Comfortable using AI coding tools and modern AI development workflows (including MCP)
- Curious, self-driven, and passionate about building products that investors actually use
Nice to have:
- Master's or PhD with research or industry experience in options, derivatives, or quantitative finance
- Experience with vectorized numerical computing using NumPy, SciPy, or similar libraries
- Experience with parallel computing, distributed computing, or GPU acceleration
- Experience with LLMs, AI agents, or AI-powered applications
- Open-source contributions or personal projects related to quantitative finance or AI
What you will build:
You'll help build a next-generation options intelligence platform that transforms millions of option quotes into actionable insights for investors.
Your software will power AI-driven options analytics and investor-facing products that help users understand what markets are doing, why they're moving, and what options markets may be pricing in.
Click on Apply to know more.