Quantitative Researcher - Options

IMC

IMC is looking for experienced quantitative researchers to develop systematic futures trading strategies. Candidates will join a well-resourced effort combining IMC’s extensive options trading expertise with systematic strategies in the underlying futures market. Candidates will be responsible for performing large scale data analysis, utilizing modern machine learning techniques to derive forecasts that will be combined with IMC’s best-in-class technology platform for execution in futures 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 research framework that allows for new ideas to be researched, tested, and put into production in a timely manner.  Your Core Responsibilities: * Conduct alpha / signal / feature research targeted at intraday futures trading strategies — from hypothesis generation through rigorous data analysis. * Quickly prototype, backtest, and evaluate new trading ideas, using large-scale and high-frequency market data. * Collaborate with developers, traders, and fellow researchers to design and implement a robust research-to-production pipeline. Once validated, see ideas through to full-scale deployment. * Monitor and refine existing strategies, continuously evaluating performance, risk, and edge decay — and iterating to maintain or improve profitability. * Explore and integrate new data sources, alternative data sets, and market microstructure signals to expand the research toolbox. * Contribute to defining the strategic direction of research initiatives, including tooling, data infrastructure, and methodology improvements. Your Skills & Experience * Advanced degree (MSc, PhD, or equivalent) in a quantitative or technical discipline (Mathematics, Statistics, Physics, Computer Science, Financial Engineering, or similar). * Several years (5+ Years) of quantitative research experience, preferably in systematic trading, futures, HFT, or related high-frequency / high-throughput environments. * Demonstrable track record of generating predictive signals in futures / derivatives / systematic trading. * Excellent programming skills (e.g., Python, C++, or other relevant languages), and comfort working with large datasets and real-time data feeds. * Strong statistical background, with experience in statistical modeling, time-series analysis, machine learning / ML-based approaches, and understanding of overfitting risk. * Deep interest in market dynamics, high-frequency trading, and understanding of microstructure, order flow, and volatility — with an ability to translate that into actionable research. * Strong analytical thinking, problem-solving skills, and a practical “business orientation”: able to assess strategy viability, robustness, and real-world performance. * Excellent communication and collaboration skills — able to work effectively across teams (developers, traders, researchers).   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 USD About Us IMC is a global trading firm powered by a cutting-edge research environment and a world-class technology backbone. Since 1989, we’ve been a stabilizing force in financial markets, providing essential liquidity upon which market participants depend. Across our offices in the US, Europe, Asia Pacific, and India, our talented quant researchers, engineers, traders, and business operations professionals are united by our uniquely collaborative, high-performance culture, and our commitment to giving back. From entering dynamic new markets to embracing disruptive technologies, and from developing an innovative research environment to diversifying our trading strategies, we dare to continuously innovate and collaborate to succeed.

Maven Securities

Senior Quantitative Researcher - Options Market Making  Maven is a market-leading proprietary trading firm deploying its own capital across discretionary, systematic, and market-making strategies. Backed by deep expertise in trading, technology, and research, we are relentlessly focused on improving liquidity across global listed derivatives. Through advanced execution and pricing technologies, we improve how financial markets operate. The role:  As a Senior Quantitative Researcher, you will lead projects that have a direct impact on our trading performance. You will work collaboratively with other researchers and traders from various scientific fields and prestigious academic institutions, to develop innovative real-time trading models and solutions for low latency trading systems for exchange-traded options. You will share your knowledge and expertise with other researchers to tackle various challenging projects including but not limited to option pricing and volatility models, algorithm design and alpha research. What we’re looking for:  * Academic degree in applied mathematics, computer science, statistics engineering or physics. PhD or any other track record in conducting independent research.  * Minimum 3+ years of experience in the financial industry, particularly electronic options trading.  * Ability to research advanced algorithms, develop predictive models and verify complex hypotheses using large datasets. * Proactive interest in improving existing trading strategies and identifying new opportunities.  * A collaborative bridge between developers, and traders who aligns technical work with commercial impact and the broader strategic vision, and a real team player with other quants in the team. Why you should apply:  * Rare opportunity to take a high level of responsibility at a fast-growing global trading firm  * Opportunity to be highly involved in the decisions that shape our trading * Flexible research environment to iterate on your ideas quickly and see the impact of your work in production * Leadership opportunities as the team grow * Great engineering environment where technology, creativity and innovation is key to our success * An environment where you’re empowered and supported to achieve your ambitions * Friendly, informal and highly rewarding culture * The upside of a start-up without the associated risks WHAT WE CAN OFFER YOU * Competitive compensation  * Annual discretionary bonus  * Fully catered breakfast and lunch * 25 days’ annual leave * Informal dress code  * Private healthcare and life assurance * Group Pension plan  The Options Market Making team at Maven Securities operates under a strict direct sourcing model. We are committed to managing all recruitment activities internally to ensure a consistent and transparent candidate experience. As such, we do not accept unsolicited CVs or introductions from recruitment agencies. If you're interested in this opportunity, please apply directly.

Maven Securities

Maven is a market-leading proprietary trading firm deploying its own capital across discretionary, systematic, and market-making strategies. Backed by deep expertise in trading, technology, and research, we are relentlessly focused on improving liquidity across global listed derivatives. Through advanced execution and pricing technologies, we improve how financial markets operate. The role:  As a Senior Quantitative Researcher, you will lead projects that have a direct impact on our trading performance. You will work collaboratively with other researchers and traders from various scientific fields and prestigious academic institutions, to develop innovative real-time trading models and solutions for low latency trading systems for exchange-traded options. You will share your knowledge and expertise with other researchers to tackle various challenging projects including but not limited to option pricing and volatility models, algorithm design and alpha research. What we’re looking for:  * Academic degree in applied mathematics, computer science, statistics engineering or physics. PhD or any other track record in conducting independent research.  * Minimum 3+ years of experience in the financial industry, particularly electronic options trading.  * Ability to research advanced algorithms, develop predictive models and verify complex hypotheses using large datasets. * Proactive interest in improving existing trading strategies and identifying new opportunities.  * A collaborative bridge between developers, and traders who aligns technical work with commercial impact and the broader strategic vision, and a real team player with other quants in the team. Why you should apply:  * Rare opportunity to take a high level of responsibility at a fast-growing global trading firm  * Opportunity to be highly involved in the decisions that shape our trading * Flexible research environment to iterate on your ideas quickly and see the impact of your work in production * Leadership opportunities as the team grow * Great engineering environment where technology, creativity and innovation is key to our success * An environment where you’re empowered and supported to achieve your ambitions * Friendly, informal and highly rewarding culture * The upside of a start-up without the associated risks WHAT WE CAN OFFER YOU * Competitive compensation  * Annual discretionary bonus  * Fully catered breakfast and lunch * 25 days’ annual leave * Informal dress code  * Private healthcare and life assurance * Group Pension plan  The Options Market Making team at Maven Securities operates under a strict direct sourcing model. We are committed to managing all recruitment activities internally to ensure a consistent and transparent candidate experience. As such, we do not accept unsolicited CVs or introductions from recruitment agencies. If you're interested in this opportunity, please apply directly.