Top 8 Quantitative developer derivatives Jobs in Chicago, Il

Quantitative Developer - Derivatives
IMC —Chicago, IL
- $175,000 - $250,000 a year
- Computer Science
- 5 years
- Research
C++ / FPGA Developer
Hull Tactical Asset Allocation —Chicago, IL
- Email
- Hybrid work
- Mid-level
- Office
- C++
Quantitative Developer - Derivatives
IMC Financial Markets —Chicago, IL
- $175,000 - $250,000 a year
- Full-time
- Computer Science
- 5 years
- Research
Java Engineer - Compliance Technology
Chicago Trading Company (CTC) —Chicago, IL
- $175,000 - $225,000 a year
- Hybrid work
- 5 years
- Java
- Senior level
- Paid parental leave
- Parental leave
Quantitative Researcher – Futures
IMC Financial Markets —Chicago, IL
- $250,000 - $300,000 a year
- Full-time
- Computer Science
- Analysis skills
- Math
Senior Quantitative Developer
Scalp Trade LLC —Chicago, IL
- $180,000 - $225,000 a year
- Full-time
- C++
- Senior level
- Communication skills
Quick Apply
Sr. Quantitative Finance Analyst
Bank of America —Chicago, IL
- Full-time
- Computer science
- Computer Science
- 5 years
Quantitative Trader - Futures
DRW —Chicago, IL
- $150,000 - $250,000 a year
- Computer Science
- Office
- Senior level
- Health savings account
- AD&D insurance

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C++ / FPGA Developer
Hull Tactical Asset Allocation —Chicago, IL
The ideal candidate will bring strong programming skills, a passion for low-level system design, and interest or experience in working with field-programmable…

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Quantitative Developer - Derivatives

IMC -
Chicago, IL

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Job Details

$175,000 - $250,000 a year

Qualifications

Research

Full Job Description

We're looking for a Quantitative Developer - Derivatives to join our Chicago office.

At IMC, the Pricing and Risk (PAR) team owns the firm's core quantitative library for live derivatives pricing and risk. This library sits directly in the critical path of our HFT market making systems and serves as the real-time source of truth for valuation across all strategies. It is both foundational and constantly evolving, with extremely high expectations for performance and correctness.

The platform runs at scale across thousands of servers and is developed collaboratively across desks and regions. The team works closely with global counterparts to ensure consistency in how derivatives are modeled and priced across the firm.

Our primary focus is options and volatility modeling, alongside support for a broader set of asset classes including fixed income, ETFs, and FX.

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

Your 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 and engineers 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

Your 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 Us

IMC is a research-driven trading firm where quantitative modeling, machine learning, and engineering shape how modern markets are traded. A stabilizing force in markets since 1989, we provide liquidity across trading venues, delivering the best outcome in value and risk management to investors. Using our own technology and capital, we build proprietary systems and algorithms that operate across global markets. Our researchers, traders, and engineers work as a collective, combining rapid experimentation, advanced infrastructure, and real-time feedback to turn insight into execution and execution into advantage.

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quantitative developer derivatives jobs in chicago, il

Quantitative Developer - Derivatives

C++ / FPGA Developer

Quantitative Developer - Derivatives

Java Engineer - Compliance Technology

Quantitative Researcher – Futures

Senior Quantitative Developer

Sr. Quantitative Finance Analyst

Quantitative Trader - Futures

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