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Derivatives Developer Jobs (NOW HIRING)

IMC

Quantitative Developer - Derivatives

Chicago, IL

We're looking for a Quantitative Developer - Derivatives to join our Chicago office. At IMC, the Pricing and Risk (PAR) team owns the firm's core quantitative library for live derivatives pricing and ...

IMC

Quantitative Developer - Derivatives

Chicago, IL · On-site

$175K - $250K/yr

We're looking for a Quantitative Developer - Derivatives to join our Chicago office. At IMC, the Pricing and Risk (PAR) team owns the firm's core quantitative library for live derivatives pricing and ...

ClifyX

BlackRock Aladdin Lead

Chicago, IL · On-site

$60.75 - $79.75/hr

Strong understanding of financial markets investment products equities fixed income derivatives * Programming skills Python SQL for data manipulation and analysis * Experience with data management ...

Clear Street

Derivatives Sales

New York, NY · Hybrid

By combining highly-skilled product and engineering talent with seasoned finance professionals, w ... CSD provides a comprehensive suite of derivatives solutions, including total return swaps ...

Clear Street

Derivatives Sales

New York, NY · On-site

By combining highly-skilled product and engineering talent with seasoned finance professionals, w ... CSD provides a comprehensive suite of derivatives solutions, including total return swaps ...

CLSA

Market Making Quant, Equity Derivatives

New York, NY · On-site

$150K - $190K/yr

Designing and innovating equity derivative library * Working with IT to build a resilient risk ... Master's degree or above in Computer Science, Maths, Engineering or related disciplines * Minimum 6 ...

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How much do derivatives developer jobs pay per hour?

As of Sep 10, 2026, the average hourly pay for derivatives developer in the United States is $57.15, according to ZipRecruiter salary data. Most workers in this role earn between $50.24 and $67.07 per hour, depending on experience, location, and employer.

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Infographic showing various Derivatives Developer job openings in the United States as of August 2026, with employment types broken down into 84% Full Time, 2% Part Time, and 14% Contract. Highlights an 81% Physical, 5% Hybrid, and 14% Remote job distribution, with an average salary of $118,872 per year, or $57.1 per hour.

Quantitative Developer - Derivatives

Chicago, IL

IMC
See more jobs at IMCexternal

Full-time

Re-posted 2 days ago

Job description

We're looking for a Quantitative Developer - Derivatives to join our Chicago office.

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 systems and serves as the real-time source of truth for valuation across all strategies. It is both foundational and constantly evolving, with extremely high expectations for performance and correctness.

The platform runs at scale across thousands of servers and is developed collaboratively across desks and regions. The team works closely with global counterparts to ensure consistency in how derivatives are modeled and priced across the firm.

Our primary focus is options and volatility modeling, alongside support for a broader set of asset classes including fixed income, ETFs, and FX.

This role sits at the intersection of quantitative modeling and high-performance engineering, similar to roles often titled Quant Developer or Strategist.

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

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