Quantitative Researcher

IMC · Chicago, United States; New York, United States

  • Junior
  • Full-time
  • $175,000 – $275,000
  • Posted 2026-10-30
  • Confirmed live on 10 November 2026

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Job description

IMC Americas, Inc. has multiple openings for Quantitative Researcher (REQ ID: 4528527101) in Chicago, IL and New York, NY.

Your Core Responsibilities

• Collaborate with traders, developers, and researchers to evaluate, validate, and improve quantitative models used in IMC’s proprietary trading strategies through statistical analysis, simulation, and empirical research (10%).

• Design quantitative methods to gather and analyze market data, trading statistics, or new data sources and use the result of that research as the basis for new trading strategies (10%).

• Build research-oriented computational tools, simulations, visualizations, and backtesting frameworks to evaluate quantitative hypotheses and measure model performance before production deployment (10%).

• Formulate trading hypotheses as mathematical, statistical, and machine-learning models; prototype algorithms and coordinate with developers to integrate validated research into trading systems (10%).

• Apply statistical inference, optimization, numerical methods, and financial mathematics to diagnose model behavior, improve forecasting accuracy, and address complex research problems in proprietary trading (15%).

• Identify gaps in existing trading algorithms and propose new algorithmic approaches to improve pricing, execution, risk management, or trading performance (10%).

• Define design requirements for new quantitative trading algorithms, including the intended market behavior, data inputs, model assumptions, implementation constraints, and expected trading impact (10%).

• Drive complex quantitative research projects from initial problem definition through hypothesis testing, model validation, implementation planning, and post-deployment performance review (10%).

• Determine whether quantitative models or trading strategies are ready for production deployment by assessing statistical evidence, trading risk, operational constraints, and expected profitability (5%).

• Prioritize quantitative research initiatives by weighing expected PnL impact, technical feasibility, implementation risk, resource requirements, and strategic value to the trading desk (5%).

• Mentor graduate quantitative researchers and interns by reviewing research plans, challenging assumptions, evaluating analysis quality, and providing technical guidance on algorithm design, trading research, and model validation (5%).

Partial telecommuting permitted. Multiple positions available. Requisition ID: 4528527101.

Your Skills and Experience

This position requires a Bachelors degree, or foreign equivalent, in Computer Science, Financial Mathematics, Financial Engineering, Computational Mathematics, or a closely related quantitative, mathematical, or computational field, and two (2) years of experience in the job offered or a quantitative, technical, and mathematical role or a related position.

Must have two (2) years of experience with each of the following skills:

• Applying statistical inference, optimization, regression analysis, time-series analysis, algorithm design, and other analytical and quantitative techniques to solve complex problems;

• Designing and implementing mathematical models and algorithms, including optimization, signal-generation, and statistical learning methods;

• Analyzing large-scale, high-frequency financial time-series datasets — including market data, order book data, trade data, and derived quantitative signals — to identify patterns, evaluate hypotheses, and measure model performance, with experience handling data quality issues such as gaps and outliers;

• Applying statistical inference, time-series analysis, and model-validation best practices to analyze data and evaluate quantitative research results;

• Applying concepts from financial theory, financial mathematics, and financial engineering, including market microstructure, derivatives pricing, risk modeling, and portfolio management;

• Experience collaborating with traders and developers conducting quantitative research for use in a quantitative trading environment;

• Using Python coding libraries, including Pandas, NumPy, SciPy, scikit-learn, statsmodels, PyTorch, XGBoost, LightGBM, Numba, Polars, Dask, Matplotlib to assist in quantitative analysis;

• Applying quantitative research methodologies for use in quantitative proprietary trading;

• Using numerical optimization techniques;

• Building options portfolios; and

• Developing trading systems that trade on low latency scale at the milisecond granularity.

#LI-DNI
The Base Salary range for the role is included below. Base salary is only one component of total compensation; all full-time, permanent positions are eligible for a discretionary bonus and benefits, including paid leave and insurance. Please visit Benefits - US | IMC Trading for more comprehensive information.

Salary Range
$175,000—$275,000 USD

About Us

IMC is a research-driven trading firm where quantitative modeling, machine learning, and engineering s

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