Senior Pricing Developer

We are a proprietary trading firm specializing in systematic electronic options market-making. Our vision is to scale and automate our quantitative strategies through cutting‑edge algorithmic infrastructure and a diverse, multidisciplinary team of traders, quantitative developers, and researchers. We distinguish ourselves through rigorous data‑driven decision‑making, advanced technology platforms, and innovative quantitative methodologies, enabling us to address the complex challenges inherent in highly efficient markets.

Leveraging best‑in‑class low‑latency execution systems, sophisticated risk management frameworks, and state‑of‑the‑art computational infrastructure, we maintain a competitive edge in the high‑frequency trading landscape. Our foundation rests upon a commitment to continuous learning, absolute transparency, and a collaborative approach to every facet of our operations.

• 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++

• 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.

Why Edgehog:

• Small team advantage:
  Direct access to founders and senior team members from day one
• Ownership early:
  Manage real P&L and make meaningful impact within your first year
• Cutting‑edge tech:
  Work with our proprietary models and low‑latency trading systems built in‑house
• Tight feedback loops:
  Weekly 1‑on‑1s with your mentor, quarterly reviews with leadership
• Chicago‑based:
  Affordable cost of living, vibrant trading community
• 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
• Monthly happy hours and annual team events

The base salary range for this position is listed below. 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, USD per year