Quantitative Researcher - Pricing

IMC Trading is seeking a talented Quantitative Researcher with proven experience in options pricing to join our trading organization. In this role, you will focus on developing, testing, and refining pricing models, with an emphasis on capturing edge through volatility modeling and market microstructure insights.

Key Responsibilities:

• Develop and optimize pricing libraries for theoretical and empirical options pricing models (e.g., Black-Scholes, local/stochastic volatility, jump-diffusion)
• Collaborate closely with traders, quantitative researchers, and developers to translate model insights into actionable strategies
• 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

Required Skills & Experience:

• PhD or Master’s in Math, Physics, Engineering or a related quantitative field
• 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
• Excellent problem-solving skills and a passion for financial markets
• Prior experience in a trading or quant research environment is strongly preferred
• Experience with real-time trading systems and low-latency infrastructure is a plus
• Familiarity with volatility trading strategies or structured products preferred
• Previous exotics pricing experience is a plus