IMC is looking to develop trading strategies and pricing models across the US Interest Rate Curve by combining market making and execution expertise with modeling of US Government Bonds and yield curve valuation.
Requirements
- Familiarity with STIR products and Corporate Fixed Income products.
- Strong programming skills, Python, Java or C++ preferred
- Proven success in quantitative modelling and algorithm development
- Experience in pricing of US Government Bonds or Treasury Bond basis.
Responsibilities
- Understand the current suite of models and algorithms with the aim to integrate new Fixed Income specific functionality and risk types.
- Combine knowledge of systems, mathematical techniques and trading to identify the best places to improve our trading system
- Rapidly research, test, and prototype new algorithmic ideas, preferably with Python.
- See through the high quality implementation of ideas to full-scale production trading.
Other
- 2+ years experience as a quantitative researcher
- Relevant tertiary qualifications (graduate or post graduate), with strong academic results, preference in mathematics, science, financial engineering or computer science.
