About the company
IMC is a leading trading firm, known worldwide for our advanced, low-latency technology and world-class execution capabilities. Over the past 30 years, we’ve been a stabilizing force in the financial markets – providing the essential liquidity our counterparties depend on. Across offices in the US, Europe, and Asia Pacific, our talented employees are united by our entrepreneurial spirit, exceptional culture, and commitment to giving back. It's a strong foundation that allows us to grow and add new capabilities, year after year. From entering dynamic new markets, to developing a state-of-the-art research environment and diversifying our trading strategies, we dare to imagine what could be and work together to make it happen.
Job Summary
Your Core Responsibilities
📍Build and maintain high-performance numerical algorithms for pricing and risk management across a range of financial products. 📍Implement and refine models that capture instrument value and risk under real-world conditions. 📍Work closely with traders, quants, and developers across the globe to ensure model outputs are accurate, explainable, and aligned with market behavior. 📍Own core components of IMC’s pricing library, used across all desks, globally. 📍Write reliable, scalable, and maintainable code in C++ and Java.
Your Skills and Experience
đź“ŤAt least 5 years of experience in a trading or finance environment, working on pricing models or related infrastructure. đź“ŤStrong knowledge of options pricing theory or other derivatives modeling. đź“ŤBackground in mathematics and computer science, or related quantitative fields. đź“ŤProficiency in C++ and/or Java, with a focus on production-quality code and scalable performance. đź“ŤExperience collaborating in multi-disciplinary teams, especially with quants, traders, or other highly technical colleagues. đź“ŤStrong problem-solving skills and the ability to turn complex ideas into robust, usable systems. đź“ŤExperience in implementing numerical algorithms for solving PDEs is strongly preferred đź“ŤExperience in numerical analysis (error propagation, stability analysis, etc.) is a plus
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