Quantitative Researcher - Options

Quant Blueprint LLC; Chicago (IL); On-site; USD 100,000 - 150,000; Full time

Job summary

Quant Blueprint LLC in Chicago is looking for a quantitative researcher to evaluate algorithms, improve trading systems, and mentor graduate researchers. The candidate should possess an Ms or PhD in a quantitative field, with at least 5 years in financial services, and strong programming skills in Python, Java, or C++.

The role also requires collaboration with trading teams and the ability to research and prototype innovative solutions. Experience with options pricing and quantitative modeling is vital for success.

Qualifications

• Requires at least 5 years in financial services or a quantitative environment.
• Experience in project or people management is preferred.
• Proven success in quantitative modeling and algorithm development is essential.

Responsibilities

• Collaborate with teams to evaluate algorithms and improve trading systems.
• Rapidly research and prototype new algorithmic ideas.
• Mentor graduate quantitative researchers.

Skills

Quantitative analysis

Programming (Python)

Project management

Algorithm development

Options pricing

Education

Ms or PhD in a highly quantitative field

Tools

Python

Java

C++

Job description

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

About Us

IMC is a leading trading firm, known worldwide for our advanced, low-latency technology and world-class execution capabilities. Over the past 30 years, we've been a stabilizing force in the financial markets – providing the essential liquidity our counterparties depend on. Across offices in the US, Europe, and Asia Pacific, our talented employees are united by our entrepreneurial spirit, exceptional culture, and commitment to giving back. It's a strong foundation that allows us to grow and add new capabilities, year after year. From entering dynamic new markets, to developing a state-of-the‑art research environment and diversifying our trading strategies, we dare to imagine what could be and work together to make it happen.