Pricing Developer
Core
Build and enhance core systems for low-latency options pricing and front office risk calculations to support traders and quantitative researchers.
Role type
Software Engineer (Options Pricing & Risk)
Builds
Low-latency options pricing and risk management systems for exchange-traded options products
Domain
Financial markets technology / Derivatives
Deliverable
production ML models
Required skills
C#, Python, OOP, multi-threading, performance-focused back-end development, derivatives pricing, quantitative pricing models
Preferred skills
Financial markets technology experience, quantitative model integration
Technologies
C#, Python
Responsibilities
Design, develop, and optimize software for low-latency options pricing and risk management; Implement and enhance volatility and pricing parameter features; Contribute to the continuous improvement of pricing and risk infrastructure.
Seniority
Mid-Senior, hands-on IC