Senior Derivatives Pricing Developer

IMC Trading

Chicago, United States
Base: $175,000 - $250,000 usd; bonus/equity: discr...
On-site
High-performance numerical algorithms
C++ and java development
Options pricing theory
The Pricing and Risk (PAR) software development team builds core infrastructure used to price every asset class and facilitate risk management across global trading regions

Job Summary

  • The Pricing and Risk (PAR) software development team builds core infrastructure used to price every asset class and facilitate risk management across global trading regions.
  • You will work on a mix of quantitative modeling and engineering, developing and maintaining systems and libraries that drive real-time decisions across the firm.
  • The role involves building and maintaining high-performance numerical algorithms for pricing and risk management, implementing and refining models, and collaborating with traders, quants, and developers globally.

Matching Summary

The Pricing and Risk (PAR) software development team builds core infrastructure used to price every asset class and facilitate risk management across global trading regions.

Salary

Base: $175,000 - $250,000 USD; Bonus/Equity: discretionary bonus; Benefits: paid leave and insurance

Skills & Requirements

Must-have

  • High-performance numerical algorithms
  • C++ and Java development
  • Options pricing theory
  • Real-time trading systems

Nice-to-have

  • Collaborative multi-disciplinary teams
  • Turning complex ideas into systems
  • Market behavior alignment

Key Requirements

  • 5+ years in trading or finance
  • Mathematics and computer science background
  • Experience implementing numerical algorithms for PDEs
  • Production-quality code and scalable performance

Work Rights

Not specified

Tailored Resume

Cover Letter