IMC Trading
Overview
Join to apply for the
Quantitative Researcher - Pricing
role at
IMC Trading . This range is provided by IMC Trading. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more. Base pay range
$200,000.00/yr - $275,000.00/yr Additional compensation types
Annual Bonus Responsibilities
Develop and optimize pricing libraries for theoretical and empirical options pricing models (e.g., Black-Scholes, local/stochastic volatility, jump-diffusion) Collaborate closely with traders, quantitative researchers, and developers to translate model insights into actionable strategies Research and implement models to fit implied volatility surfaces Conduct statistical analysis on large volumes of historical and real-time market data Backtest pricing and execution strategies across multiple timeframes and asset classes Required Skills & Experience
PhD or Master’s in Math, Physics, Engineering or a related quantitative field Strong understanding of American options pricing theory and practice Previous experience with pricing options on equities & equity indices, fixed-income products, event modeling Strong programming experience (Python, Java or C++ preferred) Solid background in statistics, stochastic processes, and numerical methods Excellent problem-solving skills and a passion for financial markets Prior experience in a trading or quant research environment is strongly preferred Experience with real-time trading systems and low-latency infrastructure is a plus Familiarity with volatility trading strategies or structured products preferred Previous exotics pricing experience is a plus Seniority level
Mid-Senior level Employment type
Full-time Job function
Research
#J-18808-Ljbffr
Join to apply for the
Quantitative Researcher - Pricing
role at
IMC Trading . This range is provided by IMC Trading. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more. Base pay range
$200,000.00/yr - $275,000.00/yr Additional compensation types
Annual Bonus Responsibilities
Develop and optimize pricing libraries for theoretical and empirical options pricing models (e.g., Black-Scholes, local/stochastic volatility, jump-diffusion) Collaborate closely with traders, quantitative researchers, and developers to translate model insights into actionable strategies Research and implement models to fit implied volatility surfaces Conduct statistical analysis on large volumes of historical and real-time market data Backtest pricing and execution strategies across multiple timeframes and asset classes Required Skills & Experience
PhD or Master’s in Math, Physics, Engineering or a related quantitative field Strong understanding of American options pricing theory and practice Previous experience with pricing options on equities & equity indices, fixed-income products, event modeling Strong programming experience (Python, Java or C++ preferred) Solid background in statistics, stochastic processes, and numerical methods Excellent problem-solving skills and a passion for financial markets Prior experience in a trading or quant research environment is strongly preferred Experience with real-time trading systems and low-latency infrastructure is a plus Familiarity with volatility trading strategies or structured products preferred Previous exotics pricing experience is a plus Seniority level
Mid-Senior level Employment type
Full-time Job function
Research
#J-18808-Ljbffr