Senior Derivatives Pricing Developer

· Remote

Location

Remote

Type

Full Time

Job Description

IMC TradingJobs
Senior Derivatives Pricing Developer

Senior Derivatives Pricing Developer

Reposted 5 Hours Ago
Chicago IL USA
Hybrid
175K-225K Annually
Senior level
Fintech • Machine Learning • Software • Financial Services
IMC is a proprietary trading firm powered by research and technology.
The Role
Develop and maintain high-performance algorithms for pricing and risk management collaborate with traders and quants and ensure accurate model outputs.
Summary Generated by Built In
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
  • 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.

Skills Required

  • At least 5 years of experience in a trading or finance environment
  • 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
  • Experience collaborating in multi-disciplinary teams with quants and traders
  • Strong problem-solving skills
  • Experience in implementing numerical algorithms for solving PDEs
  • Experience in numerical analysis (error propagation stability analysis etc.)

What the Team is Saying

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The Company
HQ: Amsterdam
1954 Employees
Year Founded: 1989

What We Do

IMC is a global trading firm powered by a cutting-edge research environment and a world-class technology backbone. Since 1989 we’ve been a stabilizing force in financial markets providing essential liquidity upon which market participants depend. Across our offices in the US Europe Asia Pacific and India our talented quant researchers engineers traders and business operations professionals are united by our uniquely collaborative high-performance culture and our commitment to giving back. From entering dynamic new markets to embracing disruptive technologies and from developing an innovative research environment to diversifying our trading strategies we dare to continuously innovate and collaborate to succeed.

Why Work With Us

At IMC the best ideas win regardless of hierarchy. Graduates receive mentorship and make an impact from day one while experienced hires get to shape their own path in a flexible high-performance environment. We remove barriers so everyone can grow and help drive one of the world’s leading liquidity providers.

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About our Teams

IMC Trading Offices

Hybrid Workspace

Employees engage in a combination of remote and on-site work.

Typical time on-site: 60 % of the time
HQAmsterdam NL
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HQChicago IL
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Date Posted

05/08/2026

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