ZipRecruiter

Log In

1

Python Quant Derivatives Jobs (NOW HIRING)

J K Barnes

Quant Derivatives Trader

Chicago, IL · On-site

Responsibilities: * Research, develop and deploy systematic derivatives strategies. * Take ... Strong Python, C++ or comparable quantitative programming skills. * Detailed understanding of ...

New

CLSA

Market Making Quant, Equity Derivatives

New York, NY · On-site

$150K - $190K/yr

... quant library and global quant projects * Designing and innovating equity derivative library ... Extensive knowledge in computer science fundamentals and software development experience in Python ...

MerQube Inc

Derivative Quant Analyst

New York, NY · On-site

$130K - $180K/yr

We are looking for our next Derivative Quant Analyst based in New York. You will be joining a ... using Python, with a focus on indices based on synthetic notes of exotic derivatives, listed ...

MerQube Inc

Derivative Quant Analyst

New York, NY

$130K - $180K/yr

We are looking for our next Derivative Quant Analyst based in New York. You will be joining a ... using Python, with a focus on indices based on synthetic notes of exotic derivatives, listed ...

next page

Showing results 1-20

All JobsTechnology JobsSoftware JobsQuantitative Developer JobsPython Quant Derivatives Jobs

Python Quant Derivatives information

See salary details

$98K

$169.7K

$259.5K

How much do python quant derivatives jobs pay per year?

As of Sep 14, 2026, the average yearly pay for python quant derivatives 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.

What is a Python Quant Derivatives professional?

Python Quant Derivatives professionals are quantitative analysts, often called 'quants,' who specialize in using Python to develop, implement, and analyze derivatives trading strategies and pricing models. They work in financial institutions such as investment banks, hedge funds, or trading firms, applying mathematical and statistical techniques to model derivative products like options, futures, and swaps. Their responsibilities typically include data analysis, risk assessment, model development, and automating trading or risk-management processes. Proficiency in Python enables them to efficiently handle large datasets, perform complex calculations, and build robust financial models.

How does a Python Quant Derivatives professional typically collaborate with traders and other team members to develop and maintain pricing models?

As a Python Quant Derivatives professional, you will frequently work in close collaboration with traders, risk managers, and other quants to design, implement, and refine pricing models for complex financial products. This involves translating trading strategies and market requirements into robust Python code, validating models with real-world data, and adapting solutions based on feedback from traders and risk teams. Regular communication and agile development cycles are common, ensuring that models remain accurate and responsive to changing market conditions. Effective teamwork and clear documentation are essential for integrating your work into the broader trading infrastructure.

What are the key skills and qualifications needed to thrive as a Python Quant Derivatives professional, and why are they important?

To thrive as a Python Quant Derivatives professional, you need a strong background in quantitative finance, advanced mathematics, and programming, typically with a degree in a quantitative field such as mathematics, physics, or engineering. Expertise in Python, numerical libraries (such as NumPy and pandas), and familiarity with risk management or pricing systems are essential, and certifications like CFA or FRM can be advantageous. Exceptional analytical thinking, problem-solving, and communication skills help you interpret complex financial data and collaborate with trading teams. These capabilities are vital for accurately modeling derivatives, managing risks, and driving informed financial decisions in fast-paced markets.

What is the difference between Python Quant Derivatives vs Python Quant Fixed Income?

AspectPython Quant DerivativesPython Quant Fixed Income
Required CredentialsQuantitative finance degrees, certifications like CFA or CQFSimilar credentials, often with additional focus on fixed income markets
Work EnvironmentTrading desks, hedge funds, investment banksBond desks, asset management firms, investment banks
Industry UsagePricing, risk management, derivatives modelingInterest rate modeling, bond pricing, credit risk analysis

Python Quant Derivatives and Python Quant Fixed Income roles share many skills, including quantitative analysis and programming in Python. However, derivatives roles focus more on options, futures, and complex derivatives, while fixed income roles concentrate on bonds and interest rate products. Both positions are vital in financial institutions and require similar credentials and work environments.

What are popular job titles related to Python Quant Derivatives jobs?

For Python Quant Derivatives jobs, the most frequently searched job titles are:

Infographic showing various Python Quant Derivatives job openings in the United States as of September 2026, with employment types broken down into 100% Full Time. Highlights an 50% In-person, and 50% Remote job distribution, with an average salary of $169,729 per year, or $81.6 per hour.

Quant Derivatives Trader

Chicago, IL • On-site

J K Barnes
See more jobs at J K Barnesexternal

Other

Posted yesterday

New

Job description

An established proprietary trading firm is seeking an experienced Quantitative Trader to develop and manage systematic strategies across liquid derivatives markets.

The firm is looking for a trader who combines quantitative research capability with direct ownership of live trading performance. Candidates must be able to demonstrate a repeatable edge, disciplined risk management and a detailed understanding of how their strategy uses capital.

Relevant products may include listed options, futures, equity derivatives, index derivatives and related underlying instruments.

Responsibilities:

  • Research, develop and deploy systematic derivatives strategies.
  • Take ownership of the strategy from initial research through live trading.
  • Develop pricing, signal-generation and portfolio-construction models.
  • Analyse volatility, market behaviour, liquidity and execution costs.
  • Manage positions, exposures and portfolio-level risk.
  • Monitor live performance and improve strategies without compromising their underlying edge.
  • Work closely with developers and senior traders to strengthen research and execution capabilities.
  • Identify new products and markets in which the strategy can be deployed.

Requirements:

  • Professional quantitative trading experience at a proprietary trading firm, hedge fund or investment bank.
  • A demonstrable live track record, supported by detailed performance information.
  • Strong knowledge of derivatives pricing, trading and risk management.
  • Experience developing systematic signals and production trading models.
  • Strong Python, C++ or comparable quantitative programming skills.
  • Detailed understanding of leverage, margin requirements, liquidity and strategy capacity.
  • Ability to explain sources of PnL, drawdowns and performance across different market conditions.
  • Strong commercial judgement and personal ownership of results.

Candidates should be prepared to discuss:

  • Products and markets traded.
  • Holding periods and trading frequency.
  • Year-by-year PnL.
  • Sharpe ratio and maximum drawdown.
  • Capital, margin and leverage requirements.
  • Strategy capacity and scalability.
  • Personal contribution to research and live trading decisions.

The firm offers a competitive base salary together with meaningful participation in generated trading performance.

All applications and conversations will be handled in strict confidence.

#J-18808-Ljbffr

Apply