Imc International Bv - Chicago, IL

posted about 1 month ago

Full-time
Chicago, IL
Repair and Maintenance

About the position

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.

Responsibilities

  • Understand the current suite of models and algorithms with the aim to integrate new Fixed Income specific functionality and risk types.
  • Combine knowledge of systems, mathematical techniques and trading to identify the best places to improve our trading system.
  • Rapidly research, test, and prototype new algorithmic ideas, preferably with Python.
  • See through the high quality implementation of ideas to full-scale production trading.

Requirements

  • 2+ years experience as a quantitative researcher with specific experience in pricing of US Government Bonds or Treasury Bond basis.
  • Familiarity with STIR products and Corporate Fixed Income products.
  • Relevant tertiary qualifications (graduate or post graduate), with strong academic results, preference in mathematics, science, financial engineering or computer science.
  • Strong programming skills, Python, Java or C++ preferred.
  • Proven success in quantitative modelling and algorithm development.
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