Quantitative Researcher

Your Core Responsibilities

• Collaborate with Traders to evaluate and enhance the performance of IMC’s existing proprietary trading models using advanced mathematical and analytical methods.
• Design quantitative methods to gather and analyze historical market data, trading statistics or new data sources and use the result of that research as the basis for new trading strategies.
• Translate trading strategies into mathematical models, algorithms, and other complex computational programs to realize the combined vision of the trading team.
• Build custom computational data analysis tools to explore new quantitative research ideas; design mathematical models to test, visualize and refine trading ideas before implementation.
• Apply rigorous analytical and quantitative techniques to solve complex problems presented by new and existing proprietary trading strategies.
• Coordinate with developers to implement new and improved quantitative trading models and launch them into production on IMC’s proprietary trading platform
• Conduct all quantitative trading research, development, and implementations according to internal best practices to keep IMC’s trading ecosystem logical and consistent.

Partial telecommuting permitted. Multiple positions available.

Quantitative Researcher (Requisition ID: 4453347101)

 

Your Skills and Experience

This position requires a PhD, or foreign equivalent, in Finance, Financial Mathematics, Financial Engineering, Statistics, Computational Mathematics or similarly quantitative and mathematical field.

Must have demonstrated experience in each of the following skill(s):

• Application of analytical and quantitative techniques to solve complex problems;
• Designing and implementing mathematical models and algorithms, including linear modeling, convex optimization, and numerical methods for large-scale data and parameter estimation;
• Developing and using computational data analysis tools for research;
• Statistical programming techniques (including Python or C++) and designing and executing independent quantitative research projects, including formulation of hypotheses, development of models, empirical testing, and clear documentation of results;
• Time series analysis, applied statistics, and theoretical mathematics (such as probability, measure theory/real analysis, and linear algebra);
• Implementing algorithms, conducting data analysis, and building research pipelines using numerical and scientific computing libraries (such as NumPy, pandas, SciPy) and version control (such as Git);
• Experience with time series modeling and forecasting, including stochastic processes and state-space or related frameworks, such as applied to real-world data; and
• Conducting literature reviews and replicating and extending prior work with methodological rigor and reproducibility.

 

 

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