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Derivatives Quantitative Jobs (NOW HIRING)

IMC

Quantitative Developer - Derivatives

Chicago, IL · On-site

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 ...

MerQube Inc

Derivative Quant Analyst

New York, NY

$130K - $180K/yr

Minimum of 2-3 years of experience in equity derivatives pricing and quantitative research, ideally as a sell-side quant, with hands-on exposure to volatility modelling, pricing model implementation ...

MerQube Inc

Derivative Quant Analyst

New York, NY · On-site

$130K - $180K/yr

Minimum of 2-3 years of experience in equity derivatives pricing and quantitative research, ideally as a sell-side quant, with hands-on exposure to volatility modelling, pricing model implementation ...

Polymarket International

... Quantitative Risk Analyst to design and implement enterprise-scale risk models at the heart of our clearing operation. You'll own models for market risk, volatility and correlation of derivatives ...

Unchain Data

... Quantitative Risk Analyst to design and implement enterprise-scale risk models at the heart of our clearing operation. You'll own models for market risk, volatility and correlation of derivatives ...

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How much do derivatives quantitative jobs pay per year?

As of Sep 14, 2026, the average yearly pay for derivatives quantitative in the United States is $169,729.00, according to ZipRecruiter salary data. Most workers in this role earn between $134,500.00 and $199,000.00 per year, depending on experience, location, and employer.

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Infographic showing various Derivatives Quantitative job openings in the United States as of September 2026, with employment types broken down into 1% Internship, 82% Full Time, 16% Part Time, and 1% Contract. Highlights an 71% Physical, 5% Hybrid, and 24% Remote job distribution, with an average salary of $169,729 per year, or $81.6 per hour.

Quantitative Developer - Derivatives

Chicago, IL • On-site

IMC
See more jobs at IMCexternal

Full-time

Re-posted 7 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

Apply