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Quantitative Researcher

ExperiencedNo visa sponsorship
IMC Trading logo

at IMC Trading

Proprietary Trading

Posted 6 days ago

No clicks

**Quantitative Researcher**: Develop and optimize trading signals, predictive models for Options business, utilizing large datasets. Leverage advanced statistical methods (Python, time-series analysis) to uncover market behaviours. Collaborate with traders and engineers to driving strategies. Requires 3+ years' experience in quantitative research, preferably in NSE/BSE Options. Demonstrate strong quantitative, analytical, problem-solving skills.

Compensation
Not specified

Currency: Not specified

City
Not specified
Country
India

Full Job Description

IMC is looking for an experienced Quantitative Researcher to develop trading signals and predictive models for our Options business. If you enjoy solving complex problems, working with large datasets, and building models that drive trading performance, this role could be a great fit.

You will focus on researching and developing statistically robust signals and models to better understand and predict options market behaviour. Your work will directly inform trading strategies and have a measurable impact on performance. You will also help shape the research direction by exploring new approaches and improving existing methodologies.

IMC has strong advantages across market access, technology, and execution, and you will work in a collaborative environment alongside traders and engineers to translate research into production.

 

Your Core Responsibilities: 

  • Develop and test alpha signals and predictive models for Indian options markets 
  • Perform large-scale data analysis to uncover patterns and trading opportunities
  • Apply rigorous statistical methods to ensure robustness and reliability of results
  • Build a deep understanding of market behaviour, pricing dynamics, and structural inefficiencies
  • Collaborate with traders and engineers to translate research into production strategies
  • Continuously improve models and identify new areas of research

 

Your Skills and Experience: 

  • 3+ years of experience in quantitative research in NSE/BSE, ideally within derivatives or options
  • Strong foundation in probability, statistics, and quantitative modelling
  • Proven track record of developing impactful trading signals or models
  • Experience working with large datasets and time-series data
  • Strong programming skills in at least one language (Python preferred)
  • Curious, analytical mindset with a focus on problem-solving and innovation

About Us

IMC is a research-driven trading firm where quantitative modeling, machine learning, and engineering shape how modern markets are traded. A stabilizing force in markets since 1989, we provide liquidity across trading venues, delivering the best outcome in value and risk management to investors. Using our own technology and capital, we build proprietary systems and algorithms that operate across global markets. Our researchers, traders, and engineers work as a collective, combining rapid experimentation, advanced infrastructure, and real-time feedback to turn insight into execution and execution into advantage.

 

Quantitative Researcher

Compensation

Not specified

City: Not specified

Country: India

IMC Trading logo
Proprietary Trading

6 days ago

No clicks

at IMC Trading

ExperiencedNo visa sponsorship

**Quantitative Researcher**: Develop and optimize trading signals, predictive models for Options business, utilizing large datasets. Leverage advanced statistical methods (Python, time-series analysis) to uncover market behaviours. Collaborate with traders and engineers to driving strategies. Requires 3+ years' experience in quantitative research, preferably in NSE/BSE Options. Demonstrate strong quantitative, analytical, problem-solving skills.

Full Job Description

IMC is looking for an experienced Quantitative Researcher to develop trading signals and predictive models for our Options business. If you enjoy solving complex problems, working with large datasets, and building models that drive trading performance, this role could be a great fit.

You will focus on researching and developing statistically robust signals and models to better understand and predict options market behaviour. Your work will directly inform trading strategies and have a measurable impact on performance. You will also help shape the research direction by exploring new approaches and improving existing methodologies.

IMC has strong advantages across market access, technology, and execution, and you will work in a collaborative environment alongside traders and engineers to translate research into production.

 

Your Core Responsibilities: 

  • Develop and test alpha signals and predictive models for Indian options markets 
  • Perform large-scale data analysis to uncover patterns and trading opportunities
  • Apply rigorous statistical methods to ensure robustness and reliability of results
  • Build a deep understanding of market behaviour, pricing dynamics, and structural inefficiencies
  • Collaborate with traders and engineers to translate research into production strategies
  • Continuously improve models and identify new areas of research

 

Your Skills and Experience: 

  • 3+ years of experience in quantitative research in NSE/BSE, ideally within derivatives or options
  • Strong foundation in probability, statistics, and quantitative modelling
  • Proven track record of developing impactful trading signals or models
  • Experience working with large datasets and time-series data
  • Strong programming skills in at least one language (Python preferred)
  • Curious, analytical mindset with a focus on problem-solving and innovation

About Us

IMC is a research-driven trading firm where quantitative modeling, machine learning, and engineering shape how modern markets are traded. A stabilizing force in markets since 1989, we provide liquidity across trading venues, delivering the best outcome in value and risk management to investors. Using our own technology and capital, we build proprietary systems and algorithms that operate across global markets. Our researchers, traders, and engineers work as a collective, combining rapid experimentation, advanced infrastructure, and real-time feedback to turn insight into execution and execution into advantage.