IMC
Quantitative Researcher - Options
$250K–$300K
Chicago, United States · Full-time · Posted Feb 6, 2024
- Experience
- At least 5 years in financial services or a quantitative environment.
- Education
- MS or PhD in a highly quantitative field.
About the job
Lead options quantitative research projects, improve trading algorithms, and bring new ideas into production trading.
What you'll do
- Evaluate existing algorithms and identify improvements to the trading system.
- Research, test, and prototype algorithmic ideas, then oversee their implementation in production.
- Mentor graduate quantitative researchers.
What they ask for
- 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.
- Proven success in quantitative modelling and algorithm development; experience with options pricing.
Nice to have
- Python, Java, or C++ programming skills.
Pay
$250,000 — $300,000 USD (base salary)
Tools
Python, Java, C++
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