Quantitative Researcher - Fixed Income

Job Description

IMC is seeking a Quantitative Researcher - Fixed Income to join their team in Chicago. The candidate will be responsible for developing trading strategies and pricing models across the US Interest Rate Curve. They will combine IMC’s market making and execution expertise with modeling of US Government Bonds and yield curve valuation. The candidate will develop Bond pricing and risk models that will then be integrated with current futures, options and ETF strategies.

• Understand the current suite of models and algorithms.
• Combine knowledge of systems, mathematical techniques and trading.
• Rapidly research, test, and prototype new algorithmic ideas, preferably with Python.
• See through the high quality implementation of ideas to full-scale production trading.

• 2+ years experience as a quantitative researcher with specific experience in pricing of US Government Bonds or Treasury Bond basis.
• Familiarity with STIR products and Corporate Fixed Income products.
• Relevant tertiary qualifications (graduate or post graduate), with strong academic results, preference in mathematics, science, financial engineering or computer science.
• Strong programming skills, Python, Java or C++ preferred
• Proven success in quantitative modelling and algorithm development

• Discretionary bonus
• Paid leave
• Insurance