Quantitative Researcher

IMC is looking for an experienced Quantitative Researcher with a proven track record in developing trading strategies and predictive models for India’s Options markets.  If you’re excited about solving complex market problems, leveraging data to uncover trading opportunities, and working in a highly collaborative environment, this role could be a great fit.

You will be responsible for performing large-scale data analysis to derive statistically robust predictions of options market behaviour. These insights directly inform our trading strategies and have a visible impact on production performance. You will also play a key role in shaping the research direction, exploring new approaches to better understand and predict option price movements.

IMC has strong and established advantages across market access, global reach, options expertise, and low-latency execution. You will work as part of a growing and high-performing research team, collaborating closely with traders and developers to translate research ideas into live trading strategies. We operate in a highly collaborative environment, with open idea sharing across teams, desks, and global offices.

 

Your Core Responsibilities

• Generate high-quality, testable alpha signals for India Options markets
• Develop and refine predictive models for option price movements and market behaviour
• Conduct large-scale data analysis using a rigorous and structured approach to ensure robustness and reliability
• Build a deep understanding of market microstructure, order book dynamics, and options-specific features such as volatility surfaces, skew, and term structure
• Collaborate closely with traders and engineers to translate research into production trading strategies
• Continuously identify new opportunities and improve existing models based on market insights and performance

 

Your Skills and Experience

• 3+ years of experience in quantitative research within options or derivatives markets
• Strong foundation in probability, statistics, and options theory (Greeks, volatility, pricing dynamics)
• Proven track record of developing profitable trading signals or strategies
• Experience working with large, high-frequency datasets (e.g., tick data, options chains)
• Strong programming skills in at least one language (Python preferred)
• Practical, results-driven mindset with focus on deployable trading impact
• Degree in a quantitative field such as Mathematics, Statistics, Engineering, or related discipline