Senior Derivatives Engineer

About the role

Unlok is building an AI‑native investing platform that turns institutional‑grade derivatives and market data into intelligent products for everyday investors. We are looking for a senior engineer with deep experience in production options and derivatives systems to design and deliver high‑performance analytics, pricing engines, and market‑data pipelines.

Key responsibilities

• Develop low‑latency options analytics and pricing infrastructure, including Greeks, implied volatility, and volatility surface engines.
• Build dealer positioning, gamma exposure, and market‑structure analytics tools.
• Design and maintain high‑throughput market‑data pipelines processing institutional options feeds (e.g., OPRA).
• Create APIs that power AI‑native investing products and serve institutional‑scale market data.

Required profile

• 5+ years of experience building production financial software.
• Expert‑level Python and strong SQL proficiency.
• Extensive background designing scalable backend systems and APIs.
• Deep understanding of options pricing models, Greeks, implied volatility, dealer hedging, market microstructure, and institutional options data.
• PhD in a quantitative discipline is strongly preferred.
• Experience in brokerage, exchange, market‑making, hedge‑fund, or institutional trading environments is a plus.

Required skills

• Python
• SQL
• C++
• Rust
• Go