Experienced Quantitative Risk Analyst

IMC – WHERE TECHNOLOGY DRIVES TRADING

Trading nowadays happens in a highly competitive technological landscape; the best trading idea alone doesn’t cut it anymore. Instead, only the best trading ideas that are enabled via robust, scalable and fast technology win. 

Do you enjoy the process of problem solving, a process where you recognize areas of improvement and iterate and innovate to improve? Does your curiosity and desire to learn drive you?

IMC IS SEARCHING FOR A QUANTITATIVE RISK ANALYST WITH A FOCUS ON MARKET RISK

In this role you work closely with the Risk Management, Trading, Software Engineering and Asset Pricing teams to maintain, enhance, and build risk models and tools used for managing market risk across various asset classes and product types including options, futures, and equities.  Additionally, you will be performing large scale data-analysis for research and statistical analysis. The role is based in Chicago, however you will have exposure to all IMC offices.

Your tasks will include but are not be limited to:

• Ensure risk models are robust, properly implemented, and provide accurate pricing simulation outcomes
• Ensure modelling parameters are complete and justified given historical analysis
• Develop risk models and tooling to accommodate new products or strategies and enhance existing models where necessary
• Perform ad-hoc analysis on large sets of market data and position information
• Ensure risk models are properly documented and periodically back-tested

WHO YOU ARE

• Master's degree in mathematics, statistics, physics, computer engineering or related field
• 3-7 years of relevant work experience in a quantitative position;
• Experience in derivatives pricing (options) and risk simulation techniques;
• Relevant working experience with Python required;
• Attention to detail and strong analytical / problem solving skills;
• Ability to interact and communicate within all levels of the organization;
• The ability to act and perform successfully in a fast-moving and high-pressured environment.

WHAT WE OFFER

Apart from an excellent remuneration package with attractive secondary benefits, we offer you the chance to be surrounded by smart and driven people in a fun and unique environment. You will enjoy responsibility early in your career and we offer you continued learning and development opportunities. We believe in fostering an environment in which great ideas can be recognized as well as put into practice from anyone within our organization.

OUR CULTURE

Globally, we believe in hiring the best people and giving them the freedom, responsibility and ongoing support they need to succeed (and have some fun along the way). They learn, grow and expand their knowledge in a flat structure where the best ideas are recognized, regardless of position. Collaboration between Trading, Technology and our Business Operations Team is one of our biggest strengths, and has made us one of the world’s leading market makers.

WHO WE ARE

IMC is among the world’s leading proprietary trading firms, and a market maker in securities listed on exchanges across the globe. Our cutting-edge technology drives everything we do. High performance algorithms, smart strategies and collaborative teams are the core of our business.

Today, IMC is 550+ people working together to build software and trade financial products in our offices in Amsterdam, Chicago and Sydney. What does this mean for you? The chance to join a multi-national, multi-cultural team of exceptional individuals, focused on making IMC the world’s best trading firm.