Senior Quant Developer - Derivatives & Pricing

IMC Trading; Illinois; On-site; USD 175,000 - 250,000; Full time

Job summary

IMC Trading in Chicago is seeking a Quantitative Developer - Derivatives to join our Pricing and Risk (PAR) team. You will work at the intersection of quantitative modeling and high-performance engineering to price complex derivatives and manage risk across multiple asset classes.

The role emphasizes building production-grade C++ and Java systems, collaborating with quants and traders, and delivering scalable, accurate models with low latency.

Qualifications

• 5+ years of experience in a trading or financial environment working on pricing or risk systems.
• Strong understanding of derivatives pricing, especially options and volatility.
• Solid background in mathematics, physics, computer science, or a related quantitative field.
• Extensive C++ and/or Java skills, with experience building production systems.
• Experience working closely with quants, traders, or similarly technical stakeholders.
• Ability to translate quantitative models into reliable, scalable systems.
• Experience with PDE methods or other advanced numerical techniques is a strong plus.
• Familiarity with numerical analysis (stability, convergence, error propagation) is a plus.

Responsibilities

• Design and implement high-performance numerical algorithms for pricing and risk.
• Build and improve models that reflect real market behavior, balancing accuracy, stability, and latency.
• Own core components of the firm’s pricing library, from models to calculation graphs to central infrastructure.
• Work closely with quants and engineers to ensure models are robust, explainable, and production-ready.
• Contribute across the full lifecycle: research, implementation, validation, and performance optimization.
• Write clean, maintainable production code in C++ and Java.

Skills

C++

Java

Derivatives pricing

Quantitative modeling

High-performance computing

PDE methods

Numerical analysis

Traders collaboration

Education

Quantitative field degree

Job description

IMC Trading in Chicago is seeking a Quantitative Developer - Derivatives to join our Pricing and Risk (PAR) team. You will work at the intersection of quantitative modeling and high-performance engineering to price complex derivatives and manage risk across multiple asset classes.

The role emphasizes building production-grade C++ and Java systems, collaborating with quants and traders, and delivering scalable, accurate models with low latency.