Senior Options Pricing Developer at Edgehog Trading — Chicago, USA | Base Career

Full Job Posting

Create and optimize efficient algorithms for valuation and managing risks across a diverse range financial instruments.
Design and enhance models that accurately reflect asset values and risks in practical market scenarios.
Collaborate with traders and other developers to deliver model results that are precise, interpretable, and consistent with real market dynamics.
Take ownership of essential elements in our pricing library, used across all trading desks.
Produce dependable and scalable code in Java and C++

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.
Excellent analytical abilities and talent for transforming intricate concepts into functional systems.

Small team advantage: Direct access to founders and senior team members from day one
Ownership early: Manage real P&L and make meaningful impact within your first year
Cutting-edge tech: Work with our proprietary models and low-latency trading systems built in-house
Tight feedback loops: Weekly 1-on-1s with your mentor, quarterly reviews with leadership
Chicago-based: Affordable cost of living, vibrant trading community

Senior Options Pricing Developer