Description
IMC is seeking an experienced and analytical Pricing Developer for its Chicago office. The Pricing and Risk (PAR) software development team builds the core infrastructure to price assets and manage risk. The role involves quantitative modeling and engineering, developing and maintaining systems and libraries for real-time decisions. Responsibilities include building high-performance numerical algorithms, implementing models, collaborating with traders and quants, owning core components of IMC’s pricing library, and writing reliable code in C++ and Java. Requires 5 years of experience in a trading or finance environment, knowledge of options pricing theory, a background in mathematics and computer science, proficiency in C++ and/or Java, and experience in multi-disciplinary teams.
