Senior Options Pricing Developer
- Pay
- $150,000 – $175,000 per year
- Location
- Chicago, IL
- Listed
- 12 days ago
What you'll do
- 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++
Qualifications and skills
- 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.
Why Edgehog
- 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: Monthly 1-on-1s with your mentor, quarterly reviews with leadership
- Chicago-based: Affordable cost of living, vibrant trading community
Benefits
- Comprehensive health, dental, and vision insurance with premiums 100% covered by the firm
- 401(k) with a 4% company match
- Unlimited paid time off and sick leave
- Free lunch, coffee, drinks, and snacks
- Commuter benefits
- Monthly happy hours and annual team events
- The base salary range for this position is listed below. Base salary represents just one part of overall compensation; all full-time, permanent roles are eligible for a discretionary bonus and benefits, including items in the above list.
- The base salary for this role is 150,000 - 175,000 USD per year
About us
Edgehog Trading is a proprietary trading firm specializing in electronic options market making. We take a technology-driven approach, designing and operating automated, scalable systems to provide liquidity across markets.
Our team spans trading, engineering, and business operations, working together to build and support the systems that power the firm. We emphasize data-driven decision making, rigorous problem solving, and continuous improvement to navigate complex and evolving markets.
We operate in a highly collaborative environment where ideas can move quickly from concept to implementation, and where individuals are empowered to take ownership and contribute directly to the firm's growth.
From Edgehog Trading's careers page, first listed on Rolev.ai on October 28, 2026. Rolev.ai is not the employer.
How Rolev.ai helps with this application
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Common questions
What is the salary for the Senior Options Pricing Developer role at Edgehog Trading?
The Senior Options Pricing Developer posting at Edgehog Trading states compensation of $150,000 – $175,000 per year. Final pay may depend on location, experience, and interview evaluation on Edgehog Trading's official career site.
Where is the Senior Options Pricing Developer job at Edgehog Trading located?
This Senior Options Pricing Developer position at Edgehog Trading is located in Chicago, IL. Always check Edgehog Trading's application page for specific state eligibility or relocation policies.
How do I apply for the Senior Options Pricing Developer position at Edgehog Trading?
This listing links directly to Edgehog Trading's Rippling application page. You can apply directly on Edgehog Trading's site, or use Rolev.ai to check your resume fit, generate a zero-hallucination tailored resume and cover letter for this posting, and autofill the Rippling application form in 1 click with the Rolev.ai Chrome extension. You always review the form and press Submit yourself.