Quantitative Researcher - Options

IMC Trading

Chicago, United States
Base: $175,000 - $275,000 usd; bonus/equity: discr...
On-site
Options pricing experience
Quantitative modelling
Algorithm development
Collaborate with the trading and quantitative research team to evaluate existing algorithms

Job Summary

  • Collaborate with the trading and quantitative research team to evaluate existing algorithms.
  • Rapidly research, test, and prototype new algorithmic ideas, preferably with Python.
  • 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.

Matching Summary

Collaborate with the trading and quantitative research team to evaluate existing algorithms.

Salary

Base: $175,000 - $275,000 USD; Bonus/Equity: discretionary bonus; Benefits: paid leave and insurance

Skills & Requirements

Must-have

  • options pricing experience
  • quantitative modelling
  • algorithm development
  • Python programming
  • collaboration with trading team

Nice-to-have

  • leading projects
  • mentoring junior researchers
  • high-quality implementation
  • disruptive technologies

Key Requirements

  • Ms or PhD in a highly quantitative field
  • At least 5 years in financial services
  • Experience in project or people management
  • Strong programming skills
  • Proven success in quantitative modelling

Work Rights

Not specified

Tailored Resume

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