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Experienced Quantitative Risk Analyst

| Chicago

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.

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Technology we use

  • Engineering
    • C++Languages
    • JavaLanguages
    • PythonLanguages
    • Backbone.jsFrameworks
    • DjangoFrameworks
    • SpringFrameworks
    • HiveDatabases
    • MySQLDatabases

Location

IMC Trading is located across two floors of the iconic Willis Tower. Our office is convenient to travel to with various train & bus stops close by.
IMC values sharp intellect over prior fintech experience when hiring
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An Insider's view of IMC Trading

What's something quirky about your company?

IMC is proactive about giving! What impresses me is not the financial generosity (which is large) — it's the time generosity. We have two giving managers who make sure everyone gets a chance to participate. Whereas in other companies, philanthropy feels abstract and mainly a tax write-off, here it is woven into everyday office culture.

Stephan

Hardware Engineer

What kinds of technical challenges do you and your team face?

We tackle complex, massively scaled projects and thrive on a quick turnaround cycle. Since we're our own clients, everyone is their own product manager. This frees us up to focus on the hardest parts of problems, not aesthetics. The code we push is trading around the world within a day or two, and as a result we see immediate results of our work.

Theo

Software Developer

What are some things you learned at the company?

I started at IMC as an intern. I’d never studied anything finance-related before. Through training, IMC brought me up to speed in a way that was fun, interesting and made me excited to learn about trading. I also think about problems differently now: there is never one set answer but multiple potential solutions to any problem.

Veronica

Software Developer

How do your team's ideas influence the company's direction?

I’ve been at IMC for nine years. When I started, we were a trading company with good technology. Now, we’re a technology company that trades. Traders used to be nervous when we were doing upgrades. Now, if we go a day or two without being able to upgrade, traders start craving the new thing that’s coming.

Andy

Head of Technology

What are IMC Trading Perks + Benefits

Health Insurance & Wellness Benefits
Dental Benefits
Vision Benefits
Health Insurance Benefits
Retirement & Stock Options Benefits
401(K)
401(K) Matching
Child Care & Parental Leave Benefits
Generous Parental Leave
Vacation & Time Off Benefits
Generous PTO
Paid Volunteer Time
Perks & Discounts
Beer on Tap
Casual Dress
Commuter Benefits
Company Outings
Free Daily Meals
Stocked Kitchen
Happy Hours
Professional Development Benefits
Job Training & Conferences

Additional Perks + Benefits

Global travel opportunities • Regular social events including an annual company weekend away • A focus on wellness with onsite massages, gym reimbursements and in-office health events • Opportunities for giving back through IMC's foundation

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