Quantitative Developer - Derivatives

Your Core 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

Your Skills and Experience

• 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
• The Base Salary range for the role is included below. Base salary is only one component of total compensation; all full-time, permanent positions are eligible for a discretionary bonus and benefits, including paid leave and insurance. Please visit Benefits - US | IMC Trading for more comprehensive information.

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