Edgehog Trading

Senior Options Pricing Developer

Chicago, IL · Senior · Full-time

Sponsorship not specified$150k-$175kDetected 26 days ago

JavaC++AlgorithmsValuationLeadershipProblem Solving

About the role

We take a technology-driven approach, designing and operating automated, scalable systems to provide liquidity across markets.
We emphasize data-driven decision making, rigorous problem solving, and continuous improvement to navigate complex and evolving markets.
We operate in a highly collaborative environment where ideas can move quickly from concept to implementation, and where individuals are empowered to take ownership and contribute directly to the firm's growth.

Create and optimize efficient algorithms for valuation and managing risks across a diverse range financial instruments.
Design and enhance models that accurately reflect asset values and risks in practical market scenarios.
Collaborate with traders and other developers to deliver model results that are precise, interpretable, and consistent with real market dynamics.
Our team spans trading, engineering, and business operations, working together to build and support the systems that power the firm.

5+ years of experience in a trading environment focusing on pricing models Degree in computer science, mathematics, or a related field Solid understanding of options pricing principles or modeling for other derivatives.

Expertise in C++ and/or Java, emphasizing high-quality production code and optimized scalability.
Proven ability to work in cross-functional teams, particularly alongside traders and other technical experts.
Excellent analytical abilities and talent for transforming intricate concepts into functional systems.

Base salary represents just one part of overall compensation; all full-time, permanent roles are eligible for a discretionary bonus and benefits, including items in the above list.
The base salary for this role is 150,000 - 175,000 USD per year

Base salary represents just one part of overall compensation; all full-time, permanent roles are eligible for a discretionary bonus and benefits, including items in the above list.

Edgehog Trading is a proprietary trading firm specializing in electronic options market making.
About us Edgehog Trading is a proprietary trading firm specializing in electronic options market making.

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