Imc Quantitative Researcher to collaborate with traders and developers to improve quantitative models and design new trading strategies. Build computational tools and conduct statistical analysis for proprietary trading.
Responsibilities
Collaborate with traders, developers, and researchers to evaluate, validate, and improve quantitative models used in IMC’s proprietary trading strategies through statistical analysis, simulation, and empirical research
Design quantitative methods to gather and analyze market data, trading statistics, or new data sources and use the result of that research as the basis for new trading strategies
Build research-oriented computational tools, simulations, visualizations, and backtesting frameworks to evaluate quantitative hypotheses and measure model performance before production deployment
Formulate trading hypotheses as mathematical, statistical, and machine-learning models; prototype algorithms and coordinate with developers to integrate validated research into trading systems
Apply statistical inference, optimization, numerical methods, and financial mathematics to diagnose model behavior, improve forecasting accuracy, and address complex research problems in proprietary trading
Identify gaps in existing trading algorithms and propose new algorithmic approaches to improve pricing, execution, risk management, or trading performance
Define design requirements for new quantitative trading algorithms, including the intended market behavior, data inputs, model assumptions, implementation constraints, and expected trading impact
Drive complex quantitative research projects from initial problem definition through hypothesis testing, model validation, implementation planning, and post-deployment performance review
Determine whether quantitative models or trading strategies are ready for production deployment by assessing statistical evidence, trading risk, operational constraints, and expected profitability
Prioritize quantitative research initiatives by weighing expected PnL impact, technical feasibility, implementation risk, resource requirements, and strategic value to the trading desk
Mentor graduate quantitative researchers and interns by reviewing research plans, challenging assumptions, evaluating analysis quality, and providing technical guidance on algorithm design, trading research, and model validation
Applying statistical inference, optimization, regression analysis, time-series analysis, algorithm design, and other analytical and quantitative techniques to solve complex problems;
Designing and implementing mathematical models and algorithms, including optimization, signal-generation, and statistical learning methods;
Analyzing large-scale, high-frequency financial time-series datasets — including market data, order book data, trade data, and derived quantitative signals — to identify patterns, evaluate hypotheses, and measure model performance, with experience handling data quality issues such as gaps and outliers;
Applying statistical inference, time-series analysis, and model-validation best practices to analyze data and evaluate quantitative research results;
Applying concepts from financial theory, financial mathematics, and financial engineering, including market microstructure, derivatives pricing, risk modeling, and portfolio management;
Experience collaborating with traders and developers conducting quantitative research for use in a quantitative trading environment;
Using Python coding libraries, including Pandas, NumPy, SciPy, scikit-learn, statsmodels, PyTorch, XGBoost, LightGBM, Numba, Polars, Dask, Matplotlib to assist in quantitative analysis;
Applying quantitative research methodologies for use in quantitative proprietary trading;
Using numerical optimization techniques;
Building options portfolios; and
Developing trading systems that trade on low latency scale at the milisecond granularity.
The Base Salary range for the role is included below. Base salary is only one component of total compensation; all full-time, permanent positions are eligible for a discretionary bonus and benefits, including paid leave and insurance. Please visit Benefits - US | IMC Trading for more comprehensive information.
