IMC's Pricing and Risk (PAR) software development team builds the core infrastructure used to price every asset class and facilitate desks to manage risk across each region IMC trades. These components run on thousands of servers and are deeply embedded in IMC's trading systems.
Requirements
- Proficiency in C++ and/or Java, with a focus on production-quality code and scalable performance.
- Experience in implementing numerical algorithms for solving PDEs is strongly preferred
- Experience in numerical analysis (error propagation, stability analysis, etc.) is a plus
- Strong knowledge of options pricing theory or other derivatives modeling.
- Background in mathematics and computer science, or related quantitative fields.
- Strong problem-solving skills and the ability to turn complex ideas into robust, usable systems.
Responsibilities
- Build and maintain high-performance numerical algorithms for pricing and risk management across a range of financial products.
- Implement and refine models that capture instrument value and risk under real-world conditions.
- Work closely with traders, quants, and developers across the globe to ensure model outputs are accurate, explainable, and aligned with market behavior.
- Own core components of IMC’s pricing library, used across all desks, globally.
- Write reliable, scalable, and maintainable code in C++ and Java.
Other
- At least 5 years of experience in a trading or finance environment, working on pricing models or related infrastructure.
- Experience collaborating in multi-disciplinary teams, especially with quants, traders, or other highly technical colleagues.
