Quantitative Developer - Pricing

Overview

A leading proprietary trading firm is looking to add an experienced Quantitative Developer to a highly technical pricing and risk engineering team. This role sits at the intersection of quantitative modeling and high-performance software engineering, focused on building and scaling real-time derivatives pricing and risk systems used directly in live trading environments.

• Building high-performance pricing and risk infrastructure for derivatives trading
• Developing numerical models focused on options and volatility
• Designing scalable, production-grade systems with a strong focus on latency, stability, and correctness
• Partnering closely with quantitative researchers, traders, and engineers
• Working across the full lifecycle from modeling and implementation through optimization and production deployment

• Strong C++ and/or Java engineering experience in production environments
• Background working on pricing, risk, or quantitative trading systems
• Understanding of derivatives, options theory, and volatility modeling
• Experience translating quantitative models into scalable software systems
• Strong quantitative foundation in math, physics, computer science, or a related field