Senior Options Pricing Developer

Chicago, IL · 7 months ago

150,000 to 175,000 a year

About the job

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++ Qualifications and skills: • 5+ years of experience in a trading environment focusing on pricing models • Degree in computer science, mathematics, or a...