Options Researcher
IMCSydney, New South Wales, Australia
Posted April 1, 2025
Full Time
About the Company
IMC is a leading global market maker providing liquidity across venues through innovative software, hardware and trading strategies.
Job Description
As an Options Researcher, you will drive improvements to positional volatility trading by working at the intersection of quantitative research, technology, and trading. Your work will involve deep research into datasets to uncover inefficiencies in global derivatives markets, using volatility dynamics, options pricing, and statistical/machine learning techniques.
Requirements
- Design, implement, and backtest systematic volatility trading strategies
- Develop signals/analysis for Index/Single-Stock options trading desks to improve profitability
- Identify opportunities for improving components of our option pricing systems
- Drive new projects and initiatives by working cooperatively across all areas of the business
- Collaborate with developers to enhance our signals and backtesting infrastructure