Develop and maintain high-performance algorithms for pricing and risk management, collaborate with traders and quants, and ensure accurate model outputs.
We're looking for an experienced and analytical Senior Derivatives Pricing Developer to join our Chicago office. IMC's Pricing and Risk (PAR) software development team builds the core infrastructure used to price every asset class and facilitate desks to manage risk across each region we trade. These components run on thousands of servers and are deeply embedded in our trading systems.
You'll work on a mix of quantitative modeling and engineering, helping develop and maintain the systems and libraries that drive real-time decisions across the firm, globally. The work is highly technical, collaborative, and critical to our day-to-day trading.
Your Core Responsibilities
Your Skills and Experience
You'll work on a mix of quantitative modeling and engineering, helping develop and maintain the systems and libraries that drive real-time decisions across the firm, globally. The work is highly technical, collaborative, and critical to our day-to-day trading.
Your Core Responsibilities
- Build and maintain high-performance numerical algorithms for pricing and risk management across a range of financial products.
- Implement and refine models that capture instrument value and risk under real-world conditions.
- Work closely with traders, quants, and developers across the globe to ensure model outputs are accurate, explainable, and aligned with market behavior.
- Own core components of IMC's pricing library, used across all desks, globally.
- Write reliable, scalable, and maintainable code in C++ and Java.
Your Skills and Experience
- At least 5 years of experience in a trading or finance environment, working on pricing models or related infrastructure.
- Strong knowledge of options pricing theory or other derivatives modeling.
- Background in mathematics and computer science, or related quantitative fields.
- Proficiency in C++ and/or Java, with a focus on production-quality code and scalable performance.
- Experience collaborating in multi-disciplinary teams, especially with quants, traders, or other highly technical colleagues.
- Strong problem-solving skills and the ability to turn complex ideas into robust, usable systems.
- Experience in implementing numerical algorithms for solving PDEs is strongly preferred.
- Experience in numerical analysis (error propagation, stability analysis, etc.) is a plus.
IMC Trading London, England Office
London, United Kingdom
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