Quantitative Developer - Python

IMC

We are seeking a Software Engineer to help build the technology and analytical frameworks used to understand, measure, and optimize risk across the firm's trading businesses. Working directly with Risk Managers and software engineers globally, you will develop systems that help the firm analyze exposures, scenarios, capital, liquidity, and other risk factors across all asset classes. You will have significant autonomy to improve existing platforms, build new tools, and pursue opportunities that make the risk organization more effective. This role is ideal for someone who enjoys combining software engineering, data science, and financial markets to solve complex, high-impact problems. Your Core Responsibilities:  * Design and build analytical tools that help Risk Managers understand portfolio exposures, stress scenarios, capital usage, and emerging risks * Build high-end dashboards and visualization tools for stakeholders globally. * Work with large data sets, data pipelines that support storage, retrieval, and analysis across the risk organization. * Partner directly with Risk Managers to identify opportunities and rapidly translate ideas into production systems while collaborating within the firm's global risk development organization. * Collaborate with engineering, trading, quantitative research, operations, and data teams across the firm * Take ownership of projects from concept through production deployment Your Skills and Experience:  * 3–5+ years of professional software engineering experience * Strong development skills in Java and/or Python * Experience building and supporting production systems * Interest in financial markets, risk management, data science, and quantitative analysis * Strong analytical and problem-solving skills * Self-starter with a high degree of ownership and initiative Preferred Technical Experience * Distributed systems and service-oriented architectures * Kubernetes and containerized applications * React and modern web development * PostgreSQL, ClickHouse, and analytical databases * Parquet, Hadoop, and large-scale data platforms * Data pipelines, ETL frameworks, and APIs   The Base Salary range for the role is included below. Base salary is only one component of total compensation; all full-time, permanent positions are eligible for a discretionary bonus and benefits, including paid leave and insurance. Please visit Benefits - US | IMC Trading for more comprehensive information. Salary Range $175,000—$225,000 USD About Us IMC is a global trading firm powered by a cutting-edge research environment and a world-class technology backbone. Since 1989, we’ve been a stabilizing force in financial markets, providing essential liquidity upon which market participants depend. Across our offices in the US, Europe, Asia Pacific, and India, our talented quant researchers, engineers, traders, and business operations professionals are united by our uniquely collaborative, high-performance culture, and our commitment to giving back. From entering dynamic new markets to embracing disruptive technologies, and from developing an innovative research environment to diversifying our trading strategies, we dare to continuously innovate and collaborate to succeed.

IMC

We’re looking for a Quantitative Developer - Derivatives to join our Chicago office. At IMC, the Pricing and Risk (PAR) team owns the firm’s core quantitative library for live derivatives pricing and risk. This library sits directly in the critical path of our HFT market making systems and serves as the real-time source of truth for valuation across all strategies. It is both foundational and constantly evolving, with extremely high expectations for performance and correctness. The platform runs at scale across thousands of servers and is developed collaboratively across desks and regions. The team works closely with global counterparts to ensure consistency in how derivatives are modeled and priced across the firm. Our primary focus is options and volatility modeling, alongside support for a broader set of asset classes including fixed income, ETFs, and FX. This role sits at the intersection of quantitative modeling and high-performance engineering, similar to roles often titled Quant Developer or Strategist. Your Core Responsibilities * Design and implement high-performance numerical algorithms for pricing and risk * Build and improve models that reflect real market behavior, balancing accuracy, stability, and latency * Own core components of the firm’s pricing library, from models to calculation graphs to central infrastructure * Work closely with quants and engineers to ensure models are robust, explainable, and production-ready * Contribute across the full lifecycle: research, implementation, validation, and performance optimization * Write clean, maintainable production code in C++ and Java Your Skills and Experience * 5+ years of experience in a trading or financial environment working on pricing or risk systems * Strong understanding of derivatives pricing, especially options and volatility * Solid background in mathematics, physics, computer science, or a related quantitative field * Extensive C++ and/or Java skills, with experience building production systems * Experience working closely with quants, traders, or similarly technical stakeholders * Ability to translate quantitative models into reliable, scalable systems * Experience with PDE methods or other advanced numerical techniques is a strong plus * Familiarity with numerical analysis (stability, convergence, error propagation) is a plus The Base Salary range for the role is included below. Base salary is only one component of total compensation; all full-time, permanent positions are eligible for a discretionary bonus and benefits, including paid leave and insurance. Please visit Benefits - US | IMC Trading for more comprehensive information. Salary Range $175,000—$250,000 USD About Us IMC is a global trading firm powered by a cutting-edge research environment and a world-class technology backbone. Since 1989, we’ve been a stabilizing force in financial markets, providing essential liquidity upon which market participants depend. Across our offices in the US, Europe, Asia Pacific, and India, our talented quant researchers, engineers, traders, and business operations professionals are united by our uniquely collaborative, high-performance culture, and our commitment to giving back. From entering dynamic new markets to embracing disruptive technologies, and from developing an innovative research environment to diversifying our trading strategies, we dare to continuously innovate and collaborate to succeed.

Qube Research & Technologies

Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology, and trading expertise has shaped our collaborative mindset, which enables us to solve the most complex challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors. You will join a quantitative development function that works closely with Researchers, Traders and Cloud Engineering teams to build applications, data pipelines and analytics that support research and trading workflows. The role combines software engineering, quantitative development and data engineering, with responsibility for developing production applications, supporting research infrastructure and integrating large scale datasets. Your future role within QRT * Design, develop, deploy and maintain cloud native Python applications supporting research and trading workflows, including market data dashboards, risk analytics, profit and loss reporting, weather analytics and performance analysis * Develop quantitative tools including backtesting frameworks, optimisation tools, pricing libraries and ETL pipelines for integrating and validating alternative datasets * Build and maintain scalable data pipelines that support model development and production workflows * Monitor, support, debug and enhance existing research and trading infrastructure * Work closely with Researchers, Traders and Engineering teams to deliver production quality solutions that meet evolving business requirements Your present skillset * At least three years of professional Python development experience * Strong knowledge of Python, including numerical libraries such as NumPy, Pandas, Polars and Xarray * Strong quantitative mindset with an interest in working closely with trading and research functions * Experience developing user interfaces or an interest in building data visualisation applications such as Plotly, Dash or Streamlit is beneficial * Experience with AWS or another cloud platform together with infrastructure as code technologies (e.g. Lambda, S3, DynamoDB, RDS or AWS CDK is advantageous) * Good knowledge of relational databases such as PostgreSQL together with object storage technologies * Experience developing ETL pipelines and working with large scale datasets * Strong understanding of software engineering practices including version control, automated testing, packaging and deployment * Ability to work independently while collaborating closely with business and technology stakeholders to deliver production solutions * Experience with parallel or distributed computing is advantageous QRT is an equal opportunity employer. We welcome diversity as essential to our success. QRT empowers employees to work openly and respectfully to achieve collective success. In addition to professional achievement, we are offering initiatives and programs to enable employees achieve a healthy work-life balance.