Imc International Bv - Chicago, IL
posted about 1 month ago
IMC is seeking Fixed Income quantitative researchers to develop innovative trading strategies and pricing models specifically focused on the US Interest Rate Curve. This role is pivotal in merging IMC's extensive market-making and execution expertise with advanced modeling techniques for US Government Bonds and yield curve valuation. The successful candidates will be tasked with creating sophisticated Bond pricing and risk models that will seamlessly integrate with our existing futures, options, and ETF strategies. Upon joining, candidates will become part of a dynamic and growing team that plays a crucial role in all facets of IMC's trading operations. Their contributions will extend beyond just modeling pricing and risk; they will also collaborate closely with developers to design and implement a robust framework that facilitates the research, testing, and timely production of new ideas. This collaborative environment is essential for fostering innovation and ensuring that IMC remains at the forefront of trading technology and strategy development. The role requires a deep understanding of the current suite of models and algorithms, with a focus on integrating new Fixed Income-specific functionalities and risk types. Candidates will leverage their knowledge of systems, mathematical techniques, and trading to pinpoint areas for improvement within our trading systems. They will be expected to rapidly research, test, and prototype new algorithmic ideas, ideally utilizing Python, and ensure that these ideas are implemented to a high standard for full-scale production trading.