Delta Quant Researcher

Once on board, candidates will join a growing team that will be essential to all aspects of IMC’s trading. They will contribute not only to signal generation but also work w/ developers in design and implementation of a robust framework that allows for new ideas to be researched, tested, and put into production in a timely manner. 

Your Core Responsibilities: 

• Understand the current suite of models and algorithms with the aim to make any short-term improvements. While building a foundation to further leverage these models
• Find innovative ways to monetize existing algorithms through specific deep-dives and broad data analysis
• Rapidly research, test, and prototype new algorithmic ideas, preferably with Python.
• Once validated, see through the high quality implementation of ideas to full-scale production trading.

Your Skills and Experience: 

• 3+ years experience as a quantitative researcher with specific experience in the equity option or equities space.
• Experience with equity signal generation and predictive modelling. [required]
• Relevant tertiary qualifications (graduate or post graduate), with strong academic results, preference in mathematics, science, financial engineering or computer science.
• Experience working on a marketmaking system, preferably in a more automated environment [preferred]