Unlok Hiring! Full Time Senior Derivatives Engineer in WP Kuala Lumpur - Ricebowl

At Unlok, we’re building an AI-native investing platform that transforms institutional-grade derivatives and market data into intelligent products for everyday investors.

We’re looking for engineers who have spent years building production systems for options, derivatives, and market structure. If your background is primarily React, CRUD APIs, SaaS applications, or general backend development, this role is probably not for you.

What You’ll Build

• Low-latency options analytics and pricing infrastructure
• Production Greeks, implied volatility, and volatility surface engines
• Dealer positioning, gamma exposure, volatility, and market structure analytics
• High-performance market data pipelines processing institutional options data (OPRA or equivalent)
• APIs powering AI-native investing products

Minimum Requirements

• 5+ years building production financial software
• Expert-level Python and strong SQL
• Extensive experience designing scalable backend systems and APIs
• Deep understanding of: Options pricing models, Greeks and higher-order Greeks, Implied volatility and volatility surfaces, Dealer hedging and market maker positioning, Options market microstructure, Institutional options market data (OPRA or equivalent)

Strongly Preferred

• PhD in Computer Science, Mathematics, Statistics, Financial Engineering, or another highly quantitative discipline
• Experience building production software at a brokerage, exchange, options market maker, quantitative hedge fund, or institutional trading firm
• Experience developing options analytics, pricing engines, risk systems, or market data infrastructure
• Strong systems programming experience in C++, Rust, or Go

You Have Probably Built

• Options pricing libraries used in production
• Real-time options market data systems
• Dealer gamma or positioning analytics
• Volatility surface construction and calibration engines
• Trading infrastructure for brokerages, exchanges, or quantitative trading firms
• APIs serving institutional-scale market data

Please Do Not Apply If

• Your primary experience is full-stack, frontend, mobile, or general SaaS development.
• You’ve mainly built CRUD applications, dashboards, or internal business software.
• You know options from trading personally but have never engineered production options systems.
• Your finance experience is primarily research or data science without significant production engineering.
• You would need to learn derivatives market structure on the job.