Quantitative Researcher
at IMC Financial Markets
Amsterdam, Noord-Holland, Netherlands -
Start Date | Expiry Date | Salary | Posted On | Experience | Skills | Telecommute | Sponsor Visa |
---|---|---|---|---|---|---|---|
Immediate | 05 Aug, 2024 | Not Specified | 05 May, 2024 | 1 year(s) or above | Good communication skills | No | No |
Required Visa Status:
Citizen | GC |
US Citizen | Student Visa |
H1B | CPT |
OPT | H4 Spouse of H1B |
GC Green Card |
Employment Type:
Full Time | Part Time |
Permanent | Independent - 1099 |
Contract – W2 | C2H Independent |
C2H W2 | Contract – Corp 2 Corp |
Contract to Hire – Corp 2 Corp |
Description:
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
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
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 challenge
REQUIREMENT SUMMARY
Min:1.0Max:6.0 year(s)
Information Technology/IT
IT Software - Application Programming / Maintenance
Software Engineering
MSc
Proficient
1
Amsterdam, Netherlands