Senior Quantitative Researcher - Options & Trading Systems

IMC Trading; Illinois; On-site; USD 250,000 - 300,000; Full time

Job summary

IMC Trading seeks a Senior Quantitative Researcher to join the options quant team in Illinois. You will lead projects, mentor juniors, and collaborate with trading and research on algorithmic improvements.

The role emphasizes strong programming in Python and/or C++/Java, experience with options pricing, and a track record of quantitative modelling. Base salary ranges from $250k to $300k USD, with discretionary bonus and comprehensive benefits.

Qualifications

• 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++.
• Proven success in quantitative modelling and algorithm development.
• Experience with options pricing.

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.

Skills

Quantitative modelling

Python

C++

Java

Leadership

Mentoring

Options pricing

Education

Masters or PhD in a quantitative field

Job description

IMC Trading seeks a Senior Quantitative Researcher to join the options quant team in Illinois. You will lead projects, mentor juniors, and collaborate with trading and research on algorithmic improvements.

The role emphasizes strong programming in Python and/or C++/Java, experience with options pricing, and a track record of quantitative modelling. Base salary ranges from $250k to $300k USD, with discretionary bonus and comprehensive benefits.