Quantitative Analyst - Options Pricing

Quantitative Analyst - Options Pricing

IMC Financial Markets is a proprietary trading firm and market maker for various financial instruments listed on exchanges throughout the world.

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Job Description

LIFE AT IMC AS QUANTITATIVE ANALYST - OPTIONS PRICING

 

WHO WE ARE AND WHAT WE DO

IMC is a leading global market maker, using algorithmic trading and advanced technology to buy and sell securities on multiple trading venues worldwide. We provide liquidity to the financial markets, driving efficiencies for buyers and sellers.

 

Founded in 1989, we are an ambitious, innovative company and identified early on the importance technology would play in the fast-paced evolution of trading. This entrepreneurial spirit still drives us today and can be found in all of our offices around the world.

 

OUR TEAM

We now operate globally from offices in Europe, the US and Asia Pacific. Our employees work closely together in multidisciplinary teams, making our success possible.

 

Technology - At IMC, technology is not a department, it is at the heart of everything we do. Our technologists push the limits of possibility, and then look beyond. In our fast-paced environment, short feedback loops mean projects worked on in the morning can enter production the next day.

 

Trading – Although our traders come from many backgrounds they all have one thing in common: they are at their best solving complex problems. Their insight into global events, market shifts and pricing ensure we are trading in the right place, at the right time.

 

Business Support - Around the world, IMC’s business support teams are essential for sustaining our success. In our dynamic environment, we have many exciting challenges and multidisciplinary opportunities to shape our operations and make a real impact.

 

OUR CULTURE

Our employees are our greatest asset so we give them lots of responsibility and the support they need to make a difference. Our flat structure fosters a culture of openness and collaboration, encouraging the sharing of ideas and knowledge. It makes no difference if you have been with us for three days or three years, the best idea wins.

 

While we work hard, we also have a lot of fun; whether solving complex challenges or in team building, leisure and sporting activities. IMC also enables its employees to contribute towards a better society through our foundation.

 

THE POSITION:

We are focused on evolving our option valuation framework and are looking for a talented quantitative researcher to:

·       Design and explore a variety of pricing models

·       Refine our current pricing algorithms

·       Collaborate with traders to tackle immediate production challenges

The individual will join at the core of this effort and will be given resources and opportunities to effectively impact our trading.

 

WHO YOU ARE:

·       MS or PhD in a highly quantitative field of study

·       At least 2 years of professional experience in financial services

·       Exposure to the development of pricing libraries

·       Proven success in quantitative modeling and algorithm development

·       Python skills preferred for prototype development 

·       C++ and/or Java, and Linux skills preferred to make tactical changes to production code

·       Desire to work in a collaborative team environment

 

 

 

OUR HIRING PROCESS

To set you up for success, you can find our hiring process including tips on applying and interviewing with us on our website. Now it’s up to you! Apply today to start an amazing journey with IMC.