IMC Trading · 1 week ago
Senior Derivatives Pricing Developer
Chicago, IL
Full-time
Onsite
Senior Level
$175K/yr - $250K/yr
5+ years expIMC Trading is a global trading firm known for its cutting-edge research environment and technology backbone. They are seeking an experienced Senior Derivatives Pricing Developer to enhance their Pricing and Risk software development team by building numerical algorithms and collaborating with global teams to ensure accurate pricing models.
Financial Services
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
Qualification
Required
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
Preferred
Experience in implementing numerical algorithms for solving PDEs is strongly preferred
Experience in numerical analysis (error propagation, stability analysis, etc.) is a plus
Benefits
Discretionary bonus
Paid leave
Insurance
Company
IMC Trading
IMC is a global trading firm powered by a cutting-edge research environment and a world-class technology backbone.
Founded in 2022Klein Amsterdam, Gelderland, NLD
1001-5000 employees
H1B Sponsorship
IMC Trading has a track record of offering H1B sponsorships. Please note that this does not
guarantee sponsorship for this specific role. Below presents additional info for your
reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2025 (25)
2024 (12)
2023 (9)
2022 (9)
2021 (15)
2020 (14)
Funding
Current Stage
Late StageLeadership Team
Christine Hansen
Managing Director / CEO
Robbert Heederik
CTO, IMC Markets
Recent News
2022-05-31
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