Senior Options Pricing Developer

Edgehog Trading • Chicago, IL

7d

About The Position

What you'll do:
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.
Take ownership of essential elements in our pricing library, used across all trading desks.
Produce dependable and scalable code in Java and C++

Requirements

• 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.

Responsibilities

• 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.
• Take ownership of essential elements in our pricing library, used across all trading desks.
• Produce dependable and scalable code in Java and C++

Benefits

• Comprehensive health, dental, and vision insurance with premiums 100% covered by the firm
• 401(k) with a 4% company match
• Unlimited paid time off and sick leave
• Free lunch, coffee, drinks, and snacks
• Commuter benefits
• Monthly happy hours and annual team events

What This Job Offers

• Job Type: Full-time
• Career Level: Senior