Quantitative Researcher
At a glance
Mid-level Data Science role at IMC. Mumbai.
Pay not stated Data Science salary
dataroles summary, based on the employer's posting.
What you'll do
- Create and evaluate signals and forecasting models for options traded in India
- Examine large datasets to spot recurring behaviour and possible trading opportunities
- Apply statistical techniques to check that findings hold up reliably
- Turn research into live strategies alongside traders and engineers
- Improve current models and pursue fresh research questions
What you bring
- At least three years conducting quantitative research in NSE or BSE markets, preferably in options or derivatives
- A solid grasp of probability, statistics and quantitative modelling
- Evidence that your trading signals or models have delivered meaningful results
- Experience handling large and time-series datasets, plus strong coding ability in at least one language
Who this fits
This Mumbai-based role suits a mid-career researcher focused on Indian options markets. You’ll work with traders and engineers to bring research into production.
From the employer
IMC is looking for an experienced Quantitative Researcher to develop trading signals and predictive models for our Options business. If you enjoy solving complex problems, working with large datasets, and building models that drive trading performance, this role could be a great fit.
You will focus on researching and developing statistically robust signals and models to better understand and predict options market behaviour. Your work will directly inform trading strategies and have a measurable impact on performance. You will also help shape the research direction by exploring new approaches and improving existing methodologies.
IMC has strong advantages across market access, technology, and execution, and you will work in a collaborative environment alongside traders and engineers to translate research into production.
Your Core Responsibilities:
- Develop and test alpha signals and predictive models for Indian options markets
- Perform large-scale data analysis to uncover patterns and trading opportunities
- Apply rigorous statistical methods to ensure robustness and reliability of results
- Build a deep understanding of market behaviour, pricing dynamics, and structural inefficiencies
- Collaborate with traders and engineers to translate research into production strategies
- Continuously improve models and identify new areas of research
Your Skills and Experience:
- 3+ years of experience in quantitative research in NSE/BSE, ideally within derivatives or options
- Strong foundation in probability, statistics, and quantitative modelling
- Proven track record of developing impactful trading signals or models
- Experience working with large datasets and time-series data
- Strong programming skills in at least one language (Python preferred)
- Curious, analytical mindset with a focus on problem-solving and innovation
About 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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