Senior Options Pricing Architect

Edgehog Trading; Chicago (IL); On-site; USD 150,000 - 175,000; Full time

Benefits offered by this job

Comprehensive health, dental, and vision insurance

401(k) with a 4% company match

Unlimited paid time off and sick leave

Free lunch, coffee, drinks, and snacks

Monthly happy hours and annual team events

Job summary

A proprietary trading firm in Chicago seeks an experienced professional to create pricing models and optimized algorithms for financial instrument valuation. You will enhance models, collaborate with traders, and take ownership of key components of the pricing library. The ideal candidate has over 5 years of experience in a trading background, a degree in computer science or a related field, and expertise in C++ or Java. Comprehensive benefits are offered including full health insurance coverage and a 401(k) with a company match.

Qualifications

• Experience developing pricing models in a trading environment.
• Strong knowledge of options pricing and derivatives.
• Skilled in producing high-quality production code in C++/Java.

Responsibilities

• Create and optimize algorithms for financial instrument valuation.
• Design models that reflect asset values in market scenarios.
• Collaborate with traders to deliver precise model results.

Skills

5+ years of experience in a trading environment focusing on pricing models

Solid understanding of options pricing principles

Expertise in C++ and/or Java

Excellent analytical abilities

Education

Degree in computer science, mathematics, or a related field

Job description

A proprietary trading firm in Chicago seeks an experienced professional to create pricing models and optimized algorithms for financial instrument valuation. You will enhance models, collaborate with traders, and take ownership of key components of the pricing library. The ideal candidate has over 5 years of experience in a trading background, a degree in computer science or a related field, and expertise in C++ or Java. Comprehensive benefits are offered including full health insurance coverage and a 401(k) with a company match.