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Pricing Developer

Pricing Developer

IMCChicago, Illinois, USA
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Were looking for an experienced and analytical Pricing Developer to join our Chicago office. IMCs 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.

Youll 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 IMCs 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

    • The Base Salary range for the role is included below. Base salary is only one component of total compensation; all full-time permanent positions are eligible for a discretionary bonus and benefits including paid leave and visit Benefits - US IMC Trading for more comprehensive information.

    Salary Range

    175000 $225000 USD

    About Us

    IMC is a global trading firm powered by a cutting-edge research environment and a world-class technology backbone. Since 1989 weve 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.

    Key Skills

    Access,IT Business Analysis,Corporate Sales,E Learning,Facility Management,Animal Charity

    Employment Type : Full Time

    Experience : years

    Vacancy : 1

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    Pricing • Chicago, Illinois, USA