Quantitative Researcher

Experienced
Trading
Amsterdam

As an experienced quantitative researcher at IMC, you will be joining our established quant team working on advanced option pricing models algorithm design. The team enhances IMC’s option and derivative pricing and at the same time leverages this expertise to come up with new trading ideas and to improve IMC’s proprietary automated trading systems.

You will be working closely with traders at each stage of almost any project to discuss trading ideas. You will also be working with IMC’s software engineers to bring ideas to production.

Experience in option pricing or modeling for at least a year is required.

 

Your Core Responsibilities

  • Developing and implementing pricing models for vanilla and exotic options and other products
  • Developing trading models leveraging our high-precision pricing models
  • Collaborating with traders and other quants to solve immediate production challenges

 

Your Skills and Experience:

  • 1+ years of experience pricing vanilla or exotic options
  • Experience with pricing American options preferred
  • MSc or PhD in a quantitative field
  • Strong programming skills
  • Superb analytical and mathematical skills
  • Ability to work successfully in a fast-moving and competitive environment
  • Desire to work in a team environment is a must

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About Us

IMC is a leading trading firm, known worldwide for our advanced, low-latency technology and world-class execution capabilities. Over the past 30 years, we’ve been a stabilizing force in the financial markets – providing the essential liquidity our counterparties depend on. Across offices in the US, Europe, and Asia Pacific, our talented employees are united by our entrepreneurial spirit, exceptional culture, and commitment to giving back. It's a strong foundation that allows us to grow and add new capabilities, year after year. From entering dynamic new markets, to developing a state-of-the-art research environment and diversifying our trading strategies, we dare to imagine what could be and work together to make it happen.

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