Quantitative Researcher - Pricing
IMCChicago, Illinois, United States
Posted September 25, 2025
200000 - 275000 USD year
Full Time
About the Company
IMC is a global trading firm established in 1989, offering technology-driven trading and market making services. With offices worldwide, IMC leverages cutting-edge research and advanced technology to provide essential liquidity in financial markets. The company's collaborative culture and commitment to innovation distinguish it, enabling it to continuously explore new markets and technologies.
Job Description
IMC Trading is seeking a talented Quantitative Researcher with expertise in options pricing to join their trading organization. The role focuses on developing, testing, and refining pricing models, particularly incorporating volatility modeling and market microstructure insights. The researcher will collaborate with traders, developers, and data scientists to translate model insights into actionable strategies.
Requirements
- Develop and optimize pricing libraries for options pricing models (Black-Scholes, local volatility, etc.)
- Collaborate with traders, researchers, and developers
- Research and implement models to fit implied volatility surfaces
- Conduct statistical analysis on market data
- Backtest pricing and execution strategies
Benefits
- Paid leave
- Insurance
