Job Summary:
Edgehog Trading is a proprietary trading firm specializing in systematic electronic options market-making. They are seeking a Senior Options Pricing Developer to create and optimize algorithms for valuation and risk management, enhance models for asset values, and collaborate with traders and developers to deliver precise model results.
Responsibilities:
• Create and optimize efficient algorithms for valuation and managing risks across a diverse range financial instruments.
• Design and enhance models that accurately reflect asset values and risks in practical market scenarios.
• Collaborate with traders and other developers to deliver model results that are precise, interpretable, and consistent with real market dynamics.
• Take ownership of essential elements in our pricing library, used across all trading desks.
• Produce dependable and scalable code in Java and C++
Qualifications:
Required:
• 5+ years of experience in a trading environment focusing on pricing models
• Degree in computer science, mathematics, or a related field
• Solid understanding of options pricing principles or modeling for other derivatives.
• Expertise in C++ and/or Java, emphasizing high-quality production code and optimized scalability.
• Proven ability to work in cross-functional teams, particularly alongside traders and other technical experts.
• Excellent analytical abilities and talent for transforming intricate concepts into functional systems.
Company:
Edgehog Trading is a trading company that specializes in electronic options market making strategies. Founded in 2018, the company is headquartered in Chicago, USA, with a team of 11-50 employees. The company is currently Early Stage.