Imc

Quantitative Researcher - Crypto Options

Sydney, Australia; Zug, Switzerland Full Time

Our Crypto Options team focuses on capturing edge in volatility pricing, developing innovative trading strategies, and leveraging cutting-edge technology. As the crypto derivatives market continues to evolve, we combine a deep understanding of market dynamics with advanced quantitative methods to create robust trading strategies. We are looking for an experienced options researcher to join our collaborative team of traders, quants, and developers. In this role, you will have the opportunity to take ownership of your trading strategies, capitalize on market inefficiencies, and contribute to the ongoing development of our trading framework.

Your Core Responsibilities:

  • Maximize PNL through trading crypto options by adapting existing strategies or developing new strategies and algorithms.
  • Identify and capitalize on mispricings in the crypto volatility space and manage option positions.
  • Work closely with research and quant teams to analyze trading performance and continuously optimize strategies.
  • Take ownership early on, driving forward initiatives and strategies to enhance the trading desk’s competitive edge.

Your Skills and Experience:

  • 2+ years of options trading experience, ideally with exposure to crypto markets.
  • Strong academic background, preferably in mathematics, science, financial engineering, or computer science.
  • Programming experience, particularly in Python, with the ability to work with data-driven models and algorithmic trading systems.
  • Entrepreneurial mindset with a healthy risk appetite, competitive nature, and the ability to make fast, data-driven decisions.
  • A passion for identifying market opportunities and acting decisively.
  • Strong knowledge of options pricing, volatility dynamics and trading mechanics, preferably with an understanding of the unique aspects of crypto options.
  • Ability to work in a fast-paced, high-pressure trading environment and collaborate effectively within a team of specialists.

About Us

IMC is a global trading firm powered by a cutting-edge research environment and a world-class technology backbone. Since 1989, we’ve been a stabilizing force in financial markets, providing essential liquidity upon which market participants depend. Across our offices in the US, Europe, Asia Pacific, and India, our talented quant researchers, engineers, traders, and business operations professionals are united by our uniquely collaborative, high-performance culture, and our commitment to giving back. From entering dynamic new markets to embracing disruptive technologies, and from developing an innovative research environment to diversifying our trading strategies, we dare to continuously innovate and collaborate to succeed.