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Quantitative Researcher – Fixed Income
| Company | IMC Trading |
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| Location | Chicago, IL, USA |
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| Salary | $175000 – $275000 |
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| Type | Full-Time |
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| Degrees | Bachelor’s, Master’s |
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| Experience Level | Mid Level |
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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.
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.
Preferred Qualifications
No preferred qualifications provided.
