Quantitative Researcher - Pricing
Quantitative Researcher - Pricing
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Salary Not Disclosed
1 Vacancy
Job Description
IMC Trading is seeking a talented Quantitative Researcher with proven experience in options pricing to join our trading organization. In this role you will focus on developing testing and refining pricing models with an emphasis on capturing edge through volatility modeling and market microstructure insights.
Key Responsibilities:
- Develop and optimize pricing libraries for theoretical and empirical options pricing models (e.g. BlackScholes local/stochastic volatility jumpdiffusion)
- Collaborate closely with traders quantitative researchers and developers to translate model insights into actionable strategies
- Research and implement models to fit implied volatility surfaces
- Conduct statistical analysis on large volumes of historical and realtime market data
- Backtest pricing and strategies across multiple timeframes and asset classes
Required Skills & Experience:
- PhD or Masters in Math Physics Engineering or a related quantitative field
- Strong understanding of American options pricing theory and practice
- Previous experience with pricing options on equities & equity indices fixedincome products event modeling
- Strong programming experience (Python Java or C preferred)
- Solid background in statistics stochastic processes and numerical methods
- Excellent problemsolving skills and a passion for financial markets
- Prior experience in a trading or quant research environment is strongly preferred
- Experience with realtime trading systems and lowlatency infrastructure is a plus
- Familiarity with volatility trading strategies or structured products is a plus
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 visit Benefits US IMC Trading for more comprehensive information.
About Us
IMC is a 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 Asia Pacific and India 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
