Options Researcher

Job Description

IMC, a leading global market maker, is seeking an Options Researcher to enhance its positional volatility trading strategies. The successful candidate will work at the intersection of quantitative research, technology, and trading, focusing on identifying and capitalizing on inefficiencies in global derivatives markets.He or she will collaborate with traders, engineers, and other researchers in a fast-paced, data-driven environment. This role offers an excellent opportunity to solve high-impact trading challenges and directly contribute to the firm's profitability.Role involves:

• Designing, implementing, and backtesting systematic volatility trading strategies.
• Developing signals/analysis for Index/Single-Stock options trading desks to improve profitability.
• Identifying opportunities for improving components of our option pricing systems.
• Driving new projects and initiatives by working cooperatively across all areas of the business.
• Collaborating with developers to enhance our signals and backtesting infrastructure.

Requirements:

• 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.

IMC offers:

• Opportunity to work in a cutting-edge research environment.
• A uniquely collaborative, high-performance culture.