Pricing Developer

Job Summary

Company: IMC Trading

Location: Chicago, IL (On-site)

Position: Pricing Developer

Employment Type: Full-time

Salary Range: $175K–$225K

Role Overview

Join IMC’s Pricing and Risk (PAR) development team to build and support core infrastructure used to price assets and manage risk across global trading desks. This highly technical role blends quantitative modeling with high-performance software development in a fast-paced trading environment.

Key Responsibilities

• Develop and optimize numerical algorithms for pricing and risk management across asset classes
• Implement real-world derivative valuation models
• Collaborate with traders, quants, and developers across regions
• Own and maintain core components of the global pricing library
• Write robust, scalable production code in C++ and Java

Required Skills & Experience

• 5+ years in a finance or trading environment
• Strong knowledge of options pricing and derivatives modeling
• Proficient in C++ and/or Java
• Background in mathematics, computer science, or a related quantitative discipline
• Experience with numerical methods (e.g., PDE solving, error/stability analysis)
• Strong analytical, collaborative, and problem-solving abilities