You’ll need a helmet made for skating or playing hockey; bike helmets are not appropriate for derby.
Look for a “dual impact certified” helmet that meets CPSC/CE certification standards. These will have hard foam inserts to provide the right amount of protection for your head; a helmet with soft foam only will NOT provide enough protection.
Make sure to pick a helmet that fits your head well. It should rest two finger-widths above your eyebrows, and when you bend down from the waist with the helmet un-buckled, it shouldn’t fall off your head.
Helmets should be replaced after a serious impact, such as a fall where your head hits the pavement, or even having your helmet fall out of your bag and hitting the ground at a decent speed.