Your Core Responsibilities

• Collaborate with Traders to evaluate and enhance the performance of IMC’s existing proprietary trading models using advanced mathematical and analytical methods.
• Design quantitative methods to gather and analyze historical market data, trading statistics or new data sources and use the result of that research as the basis for new trading strategies.
• Translate trading strategies into mathematical models, algorithms, and other complex computational programs to realize the combined vision of the trading team.
• Build custom computational data analysis tools to explore new quantitative research ideas; design mathematical models to test, visualize and refine trading ideas before implementation.
• Apply rigorous analytical and quantitative techniques to solve complex problems presented by new and existing proprietary trading strategies.
• Coordinate with developers to implement new and improved quantitative trading models and launch them into production on IMC’s proprietary trading platform.
• Conduct all quantitative trading research, development, and implementations according to internal best practices to keep IMC’s trading ecosystem logical and consistent.

Partial telecommuting permitted. Multiple positions available. Requisition Number: 4453348101

Your Skills and Experience

This position requires a Masters degree, or foreign equivalent, in finance, financial mathematics, financial engineering, computational mathematics or similarly quantitative and mathematical field and six (6) months of experience in the job offered or a quantitative and mathematical role or a related position.

Must have demonstrated experience in each of the following skill(s): 

• Application of analytical and quantitative techniques to solve complex problems
• Design and implementation of mathematical models and algorithms;
• Development and use of computational data analysis tools for research
• Statistical programming techniques and best practices;
• Financial theory, financial mathematics, or financial engineering.

Skills can be gained concurrently or as part of education curriculum, co-op, or internship.

#LI-DNI

Your Core Responsibilities

• Collaborate with Traders to evaluate and enhance the performance of IMC’s existing proprietary trading models using advanced mathematical and analytical methods.
• Design quantitative methods to gather and analyze historical market data, trading statistics or new data sources and use the result of that research as the basis for new trading strategies.
• Translate trading strategies into mathematical models, algorithms, and other complex computational programs to realize the combined vision of the trading team.
• Build custom computational data analysis tools to explore new quantitative research ideas; design mathematical models to test, visualize and refine trading ideas before implementation.
• Apply rigorous analytical and quantitative techniques to solve complex problems presented by new and existing proprietary trading strategies.
• Coordinate with developers to implement new and improved quantitative trading models and launch them into production on IMC’s proprietary trading platform
• Conduct all quantitative trading research, development, and implementations according to internal best practices to keep IMC’s trading ecosystem logical and consistent.

Partial telecommuting permitted. Multiple positions available.

Quantitative Researcher (Requisition ID: 4453347101)

Your Skills and Experience

This position requires a PhD, or foreign equivalent, in Finance, Financial Mathematics, Financial Engineering, Statistics, Computational Mathematics or similarly quantitative and mathematical field.

Must have demonstrated experience in each of the following skill(s):

• Application of analytical and quantitative techniques to solve complex problems;
• Designing and implementing mathematical models and algorithms, including linear modeling, convex optimization, and numerical methods for large-scale data and parameter estimation;
• Developing and using computational data analysis tools for research;
• Statistical programming techniques (including Python or C++) and designing and executing independent quantitative research projects, including formulation of hypotheses, development of models, empirical testing, and clear documentation of results;
• Time series analysis, applied statistics, and theoretical mathematics (such as probability, measure theory/real analysis, and linear algebra);
• Implementing algorithms, conducting data analysis, and building research pipelines using numerical and scientific computing libraries (such as NumPy, pandas, SciPy) and version control (such as Git);
• Experience with time series modeling and forecasting, including stochastic processes and state-space or related frameworks, such as applied to real-world data; and
• Conducting literature reviews and replicating and extending prior work with methodological rigor and reproducibility.

#LI-DNI

We're building out a trading initiative in London, with a growing focus on listed commodities options. This expansion is supported by a mix of internal talent and experienced external hires. With a collaborative and entrepreneurial culture, the team offers a unique opportunity to help shape and scale a new desk from an early stage.

The group combines deep expertise with broad trading experience and values innovation, ownership, and cross-functional collaboration. As the desk continues to grow, there will be increasing opportunities to take on broader responsibilities and contribute meaningfully to its success.

Your Core Responsibilities:

• Own fundamental and news analysis, delivering morning market updates, weekly wraps, and previews of key upcoming catalysts for energy markets.
• Work directly with traders and quants to identify and capitalize on short-term dislocations and longer-term macro opportunities in energy markets.
• Develop and refine data-driven models to forecast supply, demand, price, and volatility movements.
• Deliver real-time market insights on geopolitical risks, inventory trends, refinery margins, and systematic flows.
• Work directly with traders and quant teams to translate fundamental views into actionable trading strategies.
• Build and maintain high-quality datasets to enhance market understanding and improve decision-making.
• Take ownership and initiative to drive research and trading strategy development.

Your Skills and Experience:

• Education in Economics, Finance, or a related Engineering field
• 3+ years of experience in energy markets and macro analysis, trading or research.
• Familiarity with options pricing models and volatility dynamics
• Strong understanding of physical and derivatives markets, including supply chains, refinery economics, and hedging flows.
• Entrepreneurial mindset with a passion for market structure, trading flows, and price discovery.
• Proficient in Python, R, or SQL for data analysis and model development.
• Ability to communicate complex insights clearly and concisely in a fast-paced trading environment.

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

IMC is continuing to grow its trading initiative in Aarhus, Denmark, to become a major player in the European Power and Gas markets. This expansion is built on a strong foundation of experienced external hires in Trading and internal talent in Technology. With a collaborative and entrepreneurial culture, the team offers a unique opportunity to contribute to shaping and scaling this new business.

The group combines deep expertise with broad trading experience and values innovation, ownership and cross-functional collaboration. As this business continues to grow, there will be increasing opportunities to take on broader responsibilities and contribute meaningfully to its success.

Core Responsibilities

• Generate and validate high-quality alpha signals using statistical methods and machine learning, with strong focus on robustness and overfitting
• Combine market microstructure and energy fundamentals to build predictive trading signals
• Build and maintain reliable, production-ready models with clear testing and validation standards

Skills and Experience

• 2+ years of experience developing quantitative models, ML-driven signals, or trading strategies in financial futures markets, preferably within energy
• Strong foundation in probability and statistics, with substantial real-world experience applying machine learning or deep learning
• Strong programming skills (Python preferred), with experience writing production-quality code
• Experience working with large-scale time series data
• Practical mindset focused on deployable solutions and real-world trading performance

IMC could be the next step in your research journey! Please complete the below form to stay in touch about relevant opportunities like internships and fellowships for PhD talent.