Quantitative Researcher – Equities
At a glance
Mid-level Data Science role at IMC. New York · $250,000–$300,000 base.
dataroles summary, based on the employer's posting.
What you'll do
- Analyze large equity datasets to identify predictions about market behavior that can inform trading
- Improve existing models in the near term and study how current algorithms can be used further
- Find ways to generate value from existing algorithms through focused investigations and broad data analysis
- Test and prototype new algorithmic approaches, preferably using Python
- Work with developers to move validated ideas into production trading through a reliable research framework
What you bring
- At least three years as a quantitative researcher, with work in equities or equity options
- Experience generating equity signals and building predictive models
- A graduate or postgraduate qualification with strong academic results
Who this fits
This mid-level role suits a quantitative researcher focused on equity strategies and models. The position is based in New York.
From the employer
IMC is looking for experienced quantitative researchers to develop high-frequency, low-latency equity trading strategies and predictive models. Candidates will join an effort of combining IMC’s extensive options expertise with signals in the underlying equity market. Candidates will be responsible for performing large scale data analysis to derive unique predictions of equity market behavior that will then be leveraged by IMC’s best-in-class technology to act on those predictions across both options and equities markets.
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 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 market making system, preferably in a more automated environment [preferred]
The Base Salary range for the role is included below. Base salary is only one component of total compensation; all full-time, permanent positions are eligible for a discretionary bonus and benefits, including paid leave and insurance. Please visit Benefits - US | IMC Trading for more comprehensive information.
Salary Range$250,000—$300,000 USDAbout Us
IMC is a research-driven trading firm where quantitative modeling, machine learning, and engineering shape how modern markets are traded. A stabilizing force in markets since 1989, we provide liquidity across trading venues, delivering the best outcome in value and risk management to investors. Using our own technology and capital, we build proprietary systems and algorithms that operate across global markets. Our researchers, traders, and engineers work as a collective, combining rapid experimentation, advanced infrastructure, and real-time feedback to turn insight into execution and execution into advantage.
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