Quantitative Developer - Options Pricing

A leading proprietary trading firm is looking to add an experienced Quantitative Developer to a highly technical pricing and risk engineering team.This role sits at the intersection of quantitative modeling and high-performance software engineering, focused on building and scaling real-time derivatives pricing and risk systems used directly in live trading environments.What you’ll be working on:• Building high-performance pricing and risk infrastructure for derivatives trading• Developing numerical models focused on options and volatility• Designing scalable, production-grade systems with a strong focus on latency, stability, and correctness• Partnering closely with quantitative researchers, traders, and engineers• Working across the full lifecycle from modeling and implementation through optimization and production deploymentWhat they’re looking for:• Strong C++ and/or Java engineering experience in production environments• Background working on pricing, risk, or quantitative trading systems• Understanding of derivatives, options theory, and volatility modeling• Experience translating quantitative models into scalable software systems• Strong quantitative foundation in math, physics, computer science, or a related field