IMC Americas, Inc. has multiple openings for Quantitative Researcher (REQ ID: [phone]) in Chicago, IL and New York, NY. Your Core
Collaborate with traders, developers, and researchers to evaluate, validate, and improve quantitative models used in IMC’s proprietary trading strategies through statistical analysis, simulation, and empirical research (10%). Design quantitative methods to gather and analyze market data, trading statistics, or new data sources and use the result of that research as the basis for new trading strategies (10%). Build research-oriented computational tools, simulations, visualizations, and backtesting frameworks to evaluate quantitative hypotheses and measure model performance before production deployment (10%).
Formulate trading hypotheses as mathematical, statistical, and machine-learning models; prototype algorithms and coordinate with developers to integrate validated research into trading systems (10%). Apply statistical inference, optimization, numerical methods, and financial mathematics to diagnose model behavior, improve forecasting accuracy, and address complex research problems in proprietary trading (15%). Identify gaps in existing trading algorithms and propose new algorithmic approaches to improve pricing, execution, risk management, or trading performance (10%).
Define design requirements for new quantitative trading algorithms, including the intended market behavior, data inputs, model assumptions, implementation cons