IMC Trading

Quantitative Developer - Derivatives

Chicago, United States · Full-time

Sponsorship not specified$175k-$250kDetected 26 days ago

JavaC++AlgorithmsValuationResearch

About the role

This library sits directly in the critical path of our HFT market making systems and serves as the real-time source of truth for valuation across all strategies.
It is both foundational and constantly evolving, with extremely high expectations for performance and correctness.
The team works closely with global counterparts to ensure consistency in how derivatives are modeled and priced across the firm.

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
Extensive C++ and/or Java skills, with experience building production systems

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
Experience with PDE methods or other advanced numerical techniques is a strong plus

$175,000 - $250,000 USD
IMC is a global trading firm powered by a cutting-edge research environment and a world-class technology backbone.
Since 1989, we've 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.

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

This listing is sourced directly from IMC Trading's careers page and normalized into a canonical job model.