Quantitative Developer - Derivatives

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, engineers, and traders 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

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

About the role

The Quantitative Developer - Derivatives role sits at the intersection of quantitative modeling and high-performance engineering, similar to roles often titled Quant Developer or Strategist.

Pay

The Base Salary range for the role is $175,000 - $250,000 USD.

Schedule

Full-time position.

Benefits

All full-time, permanent positions are eligible for a discretionary bonus and benefits, including paid leave and insurance. Please visit Benefits - US | IMC Trading for more comprehensive information.

IMC

IMC is a global trading firm powered by a cutting-edge research environment and a world-class technology backbone. Since 1989, we've been a stabilizing force in financial markets, providing essential liquidity upon which market participants depend. Across our offices in the US, Europe, Asia Pacific, and India, our talented quant researchers, engineers, traders, and business operations professionals are united by our uniquely collaborative, high-performance culture, and our commitment to giving back. From entering dynamic new markets to embracing disruptive technologies, and from developing an innovative research environment to diversifying our trading strategies, we dare to continuously innovate and collaborate to succeed.