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Derivative Pricing Jobs (NOW HIRING)

BNP Paribas

Vice President

New York, NY · On-site

$165K - $220K/yr

Applying knowledge of finance, including fixed income security, risk neutral pricing, and derivative pricing, in the context of modeling products with a credit risk; Experience with credit products ...

Visa

Staff Research Scientist

Foster City, CA · On-site

$169K/yr

Their workmayincludedeveloping and implementing quantum algorithms to address financial applications such as portfolio optimization, risk analysis, and derivative pricing. This rolerepresentsan ...

Quanta Search

Quant Trader

Manhattan, NY · On-site

Experience with option/derivative pricing models. * Experience with query optimization. * HPE Vertica. Thank you for illuminating hiring with Quanta Search! www.quantasearch.com

Integrated Resources INC

Business Analyst

Newark, NJ

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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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.

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Derivative Pricing jobs near you
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 Software Engineer - EQ Derivatives Pricing & Risk

Senior Software Engineer - EQ Derivatives Pricing & Risk

Millennium

Manhattan, NY • On-site

$134K - $177K/yr

Full-time

Posted 25 days ago

Job description

Job Summary:
Millennium is a global financial services firm, and they are seeking a Senior Software Engineer to join their team responsible for designing and developing systems for equities volatility, risk, PnL, and market data. The role involves hands-on development, collaboration with various teams, and ensuring the reliability of production systems.
Responsibilities:
• Design, build, and maintain real-time equity derivatives pricing and risk systems (including volatility and PnL components).
• Implement robust, scalable, and low-latency server-side components in a multi-threaded environment.
• Collaborate with portfolio managers, risk, and middle office to translate business requirements into technical solutions.
• Contribute to UI components as needed (and learn new UI technologies where required).
• Write clear technical documentation and maintain system design and support guides.
• Develop and execute automated tests using approved frameworks; ensure production quality and reliability.
• Provide level-3 support, troubleshooting, and performance tuning for production systems.
Qualifications:
Required:
• 7+ years of professional experience as a server-side software engineer.
• Deep understanding of equity derivatives products (options, volatility products, exotics) and their pricing and risk measures (e.g., Greeks, PnL attribution).
• Strong experience with concurrent, multi-threaded, and low-latency application architectures.
• Expertise in Object-Oriented design, design patterns, and best practices in unit and integration testing.
• Experience with distributed caching and replication technologies.
• Solid knowledge of Unix/Linux environments is required.
• Experience with Agile/Scrum development methodologies is required.
• B.S. in Computer Science, Mathematics, Physics, Financial Engineering, or related field.
• Demonstrates thoroughness, attention to detail, and strong ownership of deliverables.
• Effective team player with a strong willingness to collaborate and help others.
• Strong written and verbal communication skills; able to explain complex technical and quantitative topics to non-technical stakeholders.
• Proven ability to write clear, concise documentation.
• Fast learner with the ability to adapt to new technologies and business domains.
• Able to perform under pressure, work with ambitious team members, and handle changing priorities.
Preferred:
• Exposure to front-end/UI technologies (JavaScript, HTML5) is a plus.
• Experience with cloud platforms and containerization (e.g., Docker, Kubernetes) is a plus.
Company:
Millennium is a global, diversified alternative investment firm, founded in 1989, which manages $87 billion in assets. Founded in 1989, the company is headquartered in New York, USA, with a team of 5001-10000 employees. The company is currently Late Stage.

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