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Python Quant Derivatives Jobs (NOW HIRING)

OptionMetrics

Quant Associate

New York, NY · On-site +1

$130K - $160K/yr

Strong interest in derivatives, option pricing, financial markets, and quantitative modeling. * Proficiency in at least one programming language such as Python, C++, or Java. * Strong analytical and ...

Point72

Trader/Quant Analyst

Stamford, CT · On-site

$150K/yr

Hedge exposures dynamically using equity, credit, and derivative instruments. * Work closely with ... Python, R, VBA) is required. * Excellent communication skills and ability to work in a fast-paced ...

Polymarket International

Expert‑level Python (NumPy, pandas, SciPy; solid software engineering practices) * Advanced ... a quantitative field (math, statistics, physics, financial engineering, CS) or equivalent ...

Bloomberg

Quant Analyst - Market Risk

Manhattan, NY · On-site

These models include those for pricing derivative products across all major asset classes ... Proven C++ and Python programming and software engineering skills. This includes code design ...

Unchain Data

Expert-level Python (NumPy, pandas, SciPy; solid software engineering practices) * Advanced degree ... a quantitative field (math, statistics, physics, financial engineering, CS) or equivalent ...

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Python Quant Derivatives information

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$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 Associate

New York, NY • On-site, Remote

OptionMetrics
Finance and Insurance • 11 - 50 employees
Learn more about OptionMetricsexternal

$130K - $160K/yr

Full-time

Medical, Dental, Retirement, PTO

Re-posted 7 days ago

Job description

About Us: 
OptionMetrics, headquartered in New York, NY. is a dynamic and innovative technology company, a trusted provider of financial information and research derived from the option markets. We are at the forefront of developing solutions that empower businesses. Our commitment to excellence, coupled with a collaborative, forward-thinking culture, has made us the preferred choice for top-tier talent. Our data and analytics models are utilized by over 350 investment banks, hedge funds, asset management firms, and academic institutions globally, solidifying our position as a leader in the industry.

At OptionMetrics, we are seeking a curious, analytical, and detail-oriented Quant Associate to join our Quantitative Research team. This is an excellent opportunity for an early-career quantitative professional who is passionate about financial modeling, derivatives, and applied research.

As a Quant Associate, you will partner closely with our Senior Quantitative Researchers on a variety of quantitative research initiatives, contributing to the development and enhancement of our industry-leading options analytics platform. You will have the opportunity to work on challenging problems, develop innovative models, and see your work directly impact our products and clients.

We are a small, agile organization that values intellectual curiosity, collaboration, and craftsmanship. We emphasize quality over expediency and encourage our team members to take ownership of their work from concept through implementation. You'll be surrounded by exceptionally bright colleagues who are passionate about solving complex financial problems and advancing quantitative research.

Location: Hybrid: New York City or Miami, Florida. 

 

What You'll Do:

  • Assist in the development, implementation, and maintenance of the firm's option pricing models and quantitative analytics.

  • Partner with Senior Quantitative Researchers on research initiatives and model enhancements.

  • Contribute to the development of new products, quantitative tools, and analytics.

  • Collaborate with the Head of Quantitative Research to understand client needs and help develop innovative quantitative solutions.

  • Conduct statistical analysis and quantitative research using large financial datasets.

  • Validate, test, and improve pricing models to ensure accuracy, robustness, and performance.

  • Document research findings and communicate technical concepts clearly to both technical and non-technical audiences.

 

 

Skills You'll Need:
  • Master's degree (M.S.) or higher in Financial Engineering, Quantitative Finance, Econometrics, Statistics, Applied Mathematics, Physics, Computer Science, or another highly quantitative discipline.
  • Strong interest in derivatives, option pricing, financial markets, and quantitative modeling.
  • Proficiency in at least one programming language such as Python, C++, or Java.
  • Strong analytical and problem-solving skills with exceptional attention to detail.
  • Excellent written and verbal communication skills.
  • Ability to manage multiple priorities while working both independently and collaboratively.

 

What Will Make You Stand Out:

  • Academic or research experience in derivatives, stochastic calculus, numerical methods, or financial modeling.
  • Experience implementing quantitative models in Python or C++.
  • Familiarity with options pricing models such as Black-Scholes, binomial trees, Monte Carlo simulation, or finite difference methods.
  • Experience working with large financial datasets and statistical analysis.
  • Exposure to machine learning techniques or predictive modeling.
  • Internship or research experience within quantitative finance, financial engineering, or capital markets.
  • Intellectual curiosity, a desire to continuously learn, and enthusiasm for tackling complex quantitative challenges.
What We Offer:
  • A collaborative environment where everyone's input makes a difference.
  • Paid time off: Vacation, Personal, Sick days, and Holidays.
  • Pre-tax commuter benefits (NJT, MTA, etc.) and 401k plan offered.
  • Full medical and dental insurance coverage.
OptionMetrics is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to sex, gender identity, sexual orientation, race, color, religion, national origin, disability, protected Veteran status, age, or any other characteristic protected by law. Further, OptionMetrics will not discriminate against applicants for inquiring about, discussing or disclosing their pay or, in certain circumstances, the pay of their co‐worker, Pay Transparency Nondiscrimination .    

If you need a reasonable accommodation for any part of the employment process, please contact us by email and let us know the nature of your request and your contact information. Requests for accommodation will be considered on a case-by-case basis. Please note that only inquiries concerning a request for reasonable accommodation will be responded to from this email address. 

We may use artificial intelligence (AI) tools to support parts of the hiring process, such as reviewing applications, analyzing resumes, or assessing responses and identifying potential inconsistencies or verification signals in application materials based on available information. These tools assist our recruitment team but do not replace human judgment. Final hiring decisions are ultimately made by humans. If you would like more information about how your data is processed, please contact us.