Quantitative Researcher (Equity & Options) | IMC Trading

Location: Chicago, IL / US Offices | Work Mode: Full-time | Salary: $175,000 – $275,000 (Base) | Posting date/time : February 6, 2026

Job Description

The Opportunity

IMC is seeking experienced quantitative researchers to develop high-frequency, low-latency equity trading strategies and predictive models. This role focuses on combining IMC’s extensive options expertise with signals in the underlying equity market. You will perform large-scale data analysis to derive unique predictions of market behavior, acting on those predictions across both options and equities markets.

Key Responsibilities:

• Understand and make short-term improvements to current models and algorithms while building a foundation for future leverage.
• Conduct deep-dives and broad data analysis to find innovative ways to monetize existing algorithms.
• Rapidly research, test, and prototype new algorithmic ideas, primarily using Python.
• Oversee the high-quality implementation of validated ideas into full-scale production trading.
• Collaborate with developers to design and implement a robust framework for timely research and production deployment.
• Contribute to all aspects of the trading cycle, from signal generation to execution logic.

Your Skills and Experience:

• Experience: 3+ years as a Quantitative Researcher with a focus on equity options or equities.
• Core Requirement: Proven experience with equity signal generation and predictive modelling.
• Education: Graduate or post-graduate degree in Mathematics, Science, Financial Engineering, or Computer Science.
• Preferred: Experience working on an automated market making system.

Job details made easy by trendtoday360

Position: HFT Quantitative Researcher – Equity Derivatives
Compensation: $175,000 – $275,000 (Base) + Discretionary Bonus
Core Technology: Python, Predictive Modeling, Low-Latency Execution

✅ Job Summary and Focus:

IMC is looking for a Mathematical Innovator to bridge the gap between equity signals and options pricing. This is a High-Frequency Trading (HFT) role where the focus is on Latency-Sensitive Alpha. You aren’t just looking for trends; you are building the predictive engines that allow IMC’s best-in-class technology to move before the rest of the market. The core challenge is Monetization of Signal—taking raw market data and converting it into automated trades that provide liquidity while capturing microscopic price discrepancies.

📌 Key ATS Resume Keywords:

Quantitative Researcher, IMC Trading, High-Frequency Trading, HFT, Equity Options, Predictive Modelling, Signal Generation, Algorithmic Trading, Market Making, Python, Financial Engineering, Low-Latency, Options Pricing, Data Analysis, Risk Management.

💰 Compensation and Industry Demographics:

The base salary for this role ranges from $175,000 to $275,000. In the proprietary trading industry, discretionary bonuses often exceed the base salary, rewarding high-performance signal generation.

In the context of the U.S. Quantitative Research and Proprietary Trading workforce for 2025-2026:

• Racial Representation in HFT/Quant Roles: Based on 2025 labor data for “Quantitative Financial Researchers” in major trading hubs (Chicago/NYC):
  • White: 44.5%
  • Asian: 42.1%
  • Hispanic or Latino: 6.4%
  • Black or African American: 4.7%
  • Other/Multiracial: 2.3%
• Gender in Quantitative Trading: Women currently represent approximately 17.5% of senior quantitative researcher roles in proprietary trading firms, with IMC actively promoting a collaborative and inclusive high-performance culture.
• Educational Standard: Over 95% of Quantitative Researchers at IMC and similar top-tier firms hold at least a Master’s degree, with nearly 40% possessing a PhD in a hard science or engineering.
• Market Trends: In 2026, the demand for Cross-Asset Quants (those who understand the link between Equities and Options) has seen a 20% spike as firms look to leverage multi-asset signals in high-volatility environments.

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