Quantitative Researcher - Fixed Income
Quantitative Researcher - Fixed Income
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1 Vacancy
Job Description
IMC is looking for Fixed Income quantitative researchers to develop trading strategies and pricing models across the US Interest Rate Curve. Candidates will join an effort of combining IMCs market making and expertise with modeling of US Government Bonds and yield curve valuation. Candidates will be responsible for developing Bond pricing and risk models that will then be integrated with our current futures options and ETF strategies.
Once on board candidates will join a growing team that will be essential to all aspects of IMCs trading. They will contribute not only to modeling of pricing and risk but also work with developers in design and implementation of a robust framework that allows for new ideas to be researched tested and put into production in a timely manner.
Your Core Responsibilities:
- Understand the current suite of models and algorithms with the aim to integrate new Fixed Income specific functionality and risk types.
- 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 fullscale production trading.
Your Skills and Experience:
- 2 years experience as a quantitative researcher with specific experience in pricing of US Government Bonds or Treasury Bond basis.
- Familiarity with STIR products and Corporate Fixed Income products.
- Relevant tertiary qualifications (graduate or post graduate) with strong academic results preference in mathematics science financial engineering or computer science.
- Strong programming skills Python Java or C preferred
- Proven success in quantitative modelling and algorithm development
The Base Salary range for the role is included below. Base salary is only one component of total compensation; all fulltime 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.
About Us
IMC is a leading global trading firm powered by a cuttingedge research environment and a worldclass technology backbone. Since 1989 weve been a stabilizing force in financial markets providing essential liquidity upon which market participants depend. Across our offices in the US Europe and Asia Pacific our talented quant researchers engineers traders and business operations professionals are united by our uniquely collaborative highperformance 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.
Employment Type
Full Time
