Chicago, Illinois
•
8d ago
IMC Trading is seeking a talented Quantitative Researcher with proven experience in options pricing to join our trading organization. In this role, you will focus on developing, testing, and refining pricing models, with an emphasis on capturing edge through volatility modeling and market microstructure insights. Key Responsibilities: Develop and optimize pricing libraries for theoretical and empirical options pricing models (e.g., Black-Scholes, local/stochastic volatility, jump-diffusion) Coll
Full-time
USD 200,000.00 - 275,000.00 per year