Senior Options Pricing Developer

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. 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 fieldSolid 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 oneOwnership early: Manage real P&L and make meaningful impact within your first yearCutting-edge tech: Work with our proprietary models and low-latency trading systems built in-houseTight feedback loops: Weekly 1-on-1s with your mentor, quarterly reviews with leadershipChicago-based: Affordable cost of living, vibrant trading community Benefits: Comprehensive health, dental, and vision insurance with premiums 100% covered by the firm401(k) with a 4% company matchUnlimited paid time off and sick leaveFree lunch, coffee, drinks, and snacksCommuter benefitsMonthly 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 Locations: Chicago, IL