Description:
IMC is a leading global market maker, using algorithmic trading and advanced technology to buy and sell securities on multiple trading venues worldwide. We provide liquidity to the financial markets, driving efficiencies for buyers and sellers. Founded in 1989, we are an ambitious, innovative company and identified early on the importance technology would play in the fast-paced evolution of trading. This entrepreneurial spirit still drives us today and can be found in all of our offices around the world.
As an Options Researcher, you will be at the forefront of driving improvements to our positional volatility trading by working at the intersection of quantitative research, technology, and trading. Your work will involve deep research into our extensive datasets to uncover and capitalise on inefficiencies in global derivatives markets, using your knowledge of volatility dynamics, options pricing, and statistical/machine learning techniques. You will collaborate closely with traders, engineers, and other researchers in a fast-paced, data-driven environment where innovation and impact are rewarded. This role presents an excellent/rare opportunity to solve high-impact trading challenges and directly contribute to the firm's profitability.
Your Core Responsibilities:
- Design, implement, and backtest systematic volatility trading strategies.
- Develop signals/analysis for Index/Single-Stock options trading desks to improve profitability.
- Identify opportunities for improving components of our option pricing systems.
- Drive new projects and initiatives by working cooperatively across all areas of the business.
- Collaborate with developers to enhance our signals and backtesting infrastructure.
Your Skills and Experience:
- 5+ years experience at a market-maker, proprietary trading firm, hedge fund, or similar
- Degree in a quantitative field (Mathematics, Physics, Statistics, Computer Science, Financial Engineering, etc.)
- Strong programming skills in Python
- Deep understanding of options pricing models and volatility dynamics
- Track record in driving improvements to options trading desks
- Rigorous approach to research, including knowledge of industry best-practices and cutting-edge methodologies
- Experience with developing machine learning models to identify trading opportunities.
About Us
IMC is a leading 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, and Asia Pacific, 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.