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

Robust 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.

📌 Options Software Developer (Bengaluru)
🏢 Unlok
📍 Bengaluru