Options Researcher

Position: Options Researcher

Location: Sydney, Australia (On-site)

Company: IMC Trading

Type: Full-time

Role Overview:

Drive improvements in volatility trading by researching options pricing, volatility dynamics, and applying quantitative/statistical techniques. Collaborate closely with traders, engineers, and researchers to develop and enhance trading strategies and infrastructure.

Key Responsibilities:

• Design, implement, and backtest systematic volatility trading strategies
• Develop trading signals for Index and Single-Stock options desks
• Identify enhancements for option pricing systems
• Lead cross-team projects and initiatives
• Work with developers to improve signals and backtesting tools

Required Skills & Experience:

• 5+ years at market-makers, prop trading firms, hedge funds, or similar
• Degree in quantitative fields like Math, Physics, Stats, CS, Financial Engineering
• Strong Python programming skills
• Deep knowledge of options pricing and volatility dynamics
• Proven impact on options trading desks
• Rigorous research methodology and familiarity with advanced quantitative techniques
• Experience with machine learning models in trading context