Quantitative Researcher - Options

Senior Quantitative Researcher - Options

Chicago, United States

IMC Trading is seeking a senior quantitative researcher to join the options quant team. You will join the team as a senior member with the expectation of leading projects and mentoring juniors. Skills and responsibilities listed below.

Your Core Responsibilities:

• Collaborate with the trading and quantitative research team to evaluate existing algorithms
• Combine knowledge of systems, mathematical techniques and trading to identify the best places to improve our trading system
• Rapidly research, test, and prototype new algorithmic ideas, preferably with Python.
• See through the high-quality implementation of ideas to full-scale production trading.
• Mentor graduate quantitative researchers

Your Skills and Experience:

• Ms or PhD in a highly quantitative field
• At least 5 years in financial services or a quantitative environment
• Experience in project or people management
• Strong programming skills, Python, Java or C++ preferred
• Proven success in quantitative modelling and algorithm development
• You have experience with options pricing

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

$250,000 - $300,000 USD

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.