IMC Trading is seeking to improve its options pricing models to capture edge through volatility modeling and market microstructure insights.
Requirements
- 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
- Experience with real-time trading systems and low-latency infrastructure is a plus
- Familiarity with volatility trading strategies or structured products is a plus
Responsibilities
- Develop and optimize pricing libraries for theoretical and empirical options pricing models
- 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
- Collaborate closely with traders, quantitative researchers, and developers to translate model insights into actionable strategies
Other
- PhD or Master’s in Math, Physics, Engineering or a related quantitative field
- Excellent problem-solving skills and a passion for financial markets
- Prior experience in a trading or quant research environment is strongly preferred
