Quantitative Risk Analyst at IMC Trading
WHO WE ARE AND WHAT WE DO
IMC is a leading global market maker, using algorithmic trading and advanced technology to buy and sell securities on multiple trading venues worldwide. We provide liquidity to the financial markets, driving efficiencies for buyers and sellers.
Founded in 1989, we are an ambitious, innovative company and identified early on the importance technology would play in the fast-paced evolution of trading. This entrepreneurial spirit still drives us today and can be found in all of our offices around the world.
We now operate globally from offices in Europe, the US and Asia Pacific. Our employees work closely together in multidisciplinary teams, making our success possible.
Technology - At IMC, technology is not a department, it is at the heart of everything we do. Our technologists push the limits of possibility, and then look beyond. In our fast-paced environment, short feedback loops mean projects worked on in the morning can enter production the next day.
Trading – Although our traders come from many backgrounds they all have one thing in common: they are at their best solving complex problems. Their insight into global events, market shifts and pricing ensure we are trading in the right place, at the right time.
Business Support - Around the world, IMC’s business support teams are essential for sustaining our success. In our dynamic environment, we have many exciting challenges and multidisciplinary opportunities to shape our operations and make a real impact.
Our employees are our greatest asset so we give them lots of responsibility and the support they need to make a difference. Our flat structure fosters a culture of openness and collaboration, encouraging the sharing of ideas and knowledge. It makes no difference if you have been with us for three days or three years, the best idea wins.
While we work hard, we also have a lot of fun; whether solving complex challenges or in team building, leisure and sporting activities. IMC also enables its employees to contribute towards a better society through our foundation.
Duties: Maintain, enhance, and build quantitative risk models and analytic tools used for managing portfolio market risk across various asset classes and product types including options, futures, and equities. Perform analysis and conduct empirical research on large-scale data using statistical techniques. 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. Annual salary: $150,000.
Requirements: Master’s degree in mathematics, statistics, physics, computer engineering, or a similarly quantitative field and 3 years of work experience in quantitative risk management for the options market, including some work experience with each of the following: developing quantitative risk models and applying risk simulation techniques to price financial derivatives including options; gathering, processing, and analyzing historical market data to generate risk measures for options portfolio; and developing, implementing, and optimizing ad hoc risk analysis, monitoring, and reporting tools using Python and SQL.
Interested candidates should send resume to: [email protected] with “Quantitative Risk Analyst” in subject line.
OUR HIRING PROCESS
To set you up for success, you can find our hiring process including tips on applying and interviewing with us on our website. Now it’s up to you! Apply today to start an amazing journey with IMC.