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Derivative Pricing Jobs (NOW HIRING)

You have knowledge surrounding common derivatives pricing frameworks and inputs for different tradable assets, and how these inputs are derived. You also have experience with working with various ...

Thorough knowledge of fixed income and pricing of derivative applications, including swaps, swaptions, caps, floors, cross currency, and treasury locks. * Strong analytical and problem-solving skills

Derivatives Associate

New York, NY ยท On-site

$135K - $160K/yr

Thorough knowledge of fixed income and pricing of derivative applications, including swaps, swaptions, caps, floors, cross currency, and treasury locks. * Strong analytical and problem-solving skills

Thorough knowledge of fixed income and pricing of derivative applications, including swaps, swaptions, caps, floors, cross currency, and treasury locks. * Strong analytical and problem-solving skills

Thorough knowledge of fixed income and pricing of derivative applications, including swaps, swaptions, caps, floors, cross currency, and treasury locks. * Strong analytical and problem-solving skills

At IMC, the Pricing and Risk (PAR) team owns the firm's core quantitative library for live derivatives pricing and risk. This library sits directly in the critical path of our HFT market making ...

Employ derivative pricing models (futures, swaps, forwards, options, spread options, etc.) to ensure accuracy of risk related commodity derivative valuations. Work closely with traders and portfolio ...

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Derivative Pricing information

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$29K

$93K

$152.5K

How much do derivative pricing jobs pay per year?

As of Jul 4, 2026, the average yearly pay for derivative pricing in the United States is $92,983.00, according to ZipRecruiter salary data. Most workers in this role earn between $70,000.00 and $118,500.00 per year, depending on experience, location, and employer.

What is a Derivative Pricing job?

A Derivative Pricing job involves determining the fair value of financial derivatives such as options, futures, and swaps. Professionals in this role use mathematical models, market data, and risk management techniques to assess derivative prices accurately. They work closely with traders, risk managers, and quantitative analysts to ensure pricing reflects market conditions and risk factors. Strong quantitative skills, proficiency in programming, and knowledge of financial markets are essential for this role.

What are the key skills and qualifications needed to thrive in the Derivative Pricing position, and why are they important?

To thrive in Derivative Pricing, you need strong quantitative analysis skills, a solid understanding of financial mathematics, and usually an advanced degree in finance, mathematics, or a related field. Expertise with statistical software, programming languages such as Python, R, or MATLAB, and familiarity with financial modeling platforms are commonly expected, along with certifications like CFA or FRM as a plus. Exceptional attention to detail, strong communication, and the ability to work well under pressure are standout soft skills in this role. These competencies are essential for accurately valuing complex financial instruments and supporting effective decision-making in fast-paced trading environments.

What are typical daily responsibilities for someone in a Derivative Pricing role?

Professionals in Derivative Pricing spend their days developing, implementing, and refining mathematical models to accurately value derivatives such as options, futures, and swaps. They work closely with traders, risk managers, and quantitative teams to ensure prices reflect current market conditions and risk parameters. Daily responsibilities also include analyzing large datasets, back-testing models, monitoring market trends, and documenting methodologies. This role often requires ongoing learning and quick adaptation as financial markets evolve, making strong collaboration and continuous innovation essential.

More about Derivative Pricing jobs
What cities are hiring for Derivative Pricing jobs? Cities with the most Derivative Pricing job openings:
What are the most commonly searched types of Derivative Pricing jobs? The most popular types of Derivative Pricing jobs are:
What states have the most Derivative Pricing jobs? States with the most job openings for Derivative Pricing jobs include:
Infographic showing various Derivative Pricing job openings in the United States as of June 2026, with employment types broken down into 4% Full Time, and 96% Part Time. Highlights an 92% Physical, 2% Hybrid, and 6% Remote job distribution, with an average salary of $92,983 per year, or $44.7 per hour.
Senior Fixed Income and Derivative Portfolio Manager

Senior Fixed Income and Derivative Portfolio Manager

Federal Home Loan Bank of Des Moines

Des Moines, IA โ€ข On-site

$143K - $170K/yr

Full-time

Retirement, PTO

Posted 18 days ago


Job description

At FHLB Des Moines, we work each day to develop an inclusive culture that supports and leverages the complexity of a diverse workforce. This enables us to effectively serve the needs of our members and help them succeed.
Independently execute daily borrowing, investing or hedging activities. Enhance the Bank's ability to execute trades in a timely manner,
identify relative value opportunities and maintain compliance with regulatory and Bank policies. Interact and communicate with all areas of the Bank and represent Treasury in Bank-wide initiatives, discussions and committees.
Accountabilities:
Key Responsibilities:
  • Demonstrates an in-depth knowledge of and can cover/assist in all areas of the desk including derivatives, Advances, Treasuries, Agencies, Fed Funds, Reverse Repurchase Agreements, Mortgage Structured products, Municipals and Commercial Mortgage Back Securities (funding, investing, pricing, hedging, etc.).
  • Identify and execute trading opportunities and risks across all areas of the desk including derivatives, Treasuries, Agencies, Fed Funds, Reverse Repurchase Agreements, Mortgage Structured products, Municipals and Commercial Mortgage Back Securities and focus transactions on best execution, relative value and risk/reward.
  • Demonstrates a superior understanding of accounting rules, including ASC 815, applicable regulations and Bank policies and how those rules, regulations and policies affect trading strategies for multiple areas of the desk.
  • Regularly interact with other areas of the Bank, FHLB system and broker dealers on trade-related activities.
  • Initiates discussion to suggest and design new strategic opportunities.
  • Participates in decision making and implementation of strategic initiatives by working independently or with others to design analysis, resolve issues and achieve strategic goals.
  • Successfully operates within a number of systems, including Bloomberg, MarkitWire, TradeWeb, BankMate, PolyPaths and/or Principia.
  • Actively participates in Committee meetings through discussions, questions, and utilizing effective presentation skills to nontechnical Committee members.
  • Acts as a "First-Line-of-Defense" in identifying, communicating, assessing and managing all risks of the portfolio, including financial risk, including treasury operations, interest rate risk and credit risk. Executes on solutions to mitigate those risks.
  • Ensures compliance with various Bank regulation and policies as it relates to treasury functions.
  • Partners with key internal stakeholders to ensure business goals and finance strategies are aligned.
  • Prepares presentations for senior leadership and board of directors with insights into treasury reports.
  • Participates in and collaborates with the team in internal and external treasury audits.
  • Provides informal mentorship and leadership to other team members.

Requirements:
  • Bachelor's degree in finance, economics, accounting, statistics, or related field required.
  • Masters of Business Administration (MBA) and/or Chartered Financial Analyst (CFA) designation preferred.
  • Minimum of seven (7) years of investment experience.
  • Extensive knowledge of the markets and an understanding of finance, economics, accounting, investment, and banking principles and practices.
  • Extensive knowledge of SQL, Bloomberg, TradeWeb, Intex, PolyPaths, Principia, SimCorp Dimension and/or other analytical tools utilized in the trading and analysis process.
  • Established investment contact network to assist in relative value ideas, trading, debt issuance and other portfolio management related activities.
  • Documented track record of excellent trading capabilities.
  • Advanced understanding of fixed income analysis, mortgage prepayment behavior, advance pricing and derivative pricing.
  • Superior knowledge of Liquidity Management practices.
  • Sound understanding of risk metrics, risk framework, and ALM (Asset Liability Management) practices.
  • Excellent verbal and written communication and presentation skills.

Compensation Range:
Annual Salary: $143,596.00 - $170,521.00
This salary range represents the Bank's good faith and reasonable estimate of possible compensation at the time of hire. Offer to be determined by selected applicant's education, experience, knowledge, skills & abilities, as well as internal equity and alignment with market data. This role is also eligible to participate in the Bank's annual incentive plan.
As part of our competitive Total Rewards package, the Bank offers 11 paid holidays, 5 weeks of PTO and a work culture that values work/life balance. Most roles are eligible for our hybrid work schedule. We match 100% of the first 6% you contribute to your 401(k) and provide an additional 4% non-discretionary contribution to your 401(k) at the end of year. More information on our Total Rewards program can be found here.
At FHLB Des Moines, we work to create an inclusive culture. This enables us to effectively serve the needs of our members and help them succeed. FHLB Des Moines is proud to be an Equal Opportunity Employer. We prohibit discrimination on the basis of race, color, religion, sex (including pregnancy, sexual orientation or gender identity), national origin, age, disability, veteran status, genetic information (including family medical history), status as a parent or any other characteristic protected by federal, state or local law.