Senior Options Pricing Developer

Senior Options Pricing Developer creates and optimizes algorithms for valuation and risk management across financial instruments. Collaborates with traders and developers to deliver model results and takes ownership of essential elements in the pricing library.

Requirements

• 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

Benefits

• Comprehensive health, dental, and vision insurance
• 401(k) with a 4% company match
• Unlimited paid time off and sick leave
• Free lunch, coffee, drinks, and snacks
• Commuter benefits
• Monthly happy hours and annual team events