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