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Index Options Volatility Trader

IMC TradingAmsterdam, Netherlands
On-site Full-time

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Experience Level

Experience

Qualifications

Your Skills and Experience:Minimum of 2 years of experience in Index Options Volatility trading. Educational background with a BS, MS, or PhD, preferably in business, economics, or a STEM field. An entrepreneurial mindset paired with a strong appetite for risk-taking. Demonstrated ability to act decisively in a fast-paced, competitive environment. Analytical thinker with a passion for reviewing past trades and a drive for continuous improvement. Deep understanding of the fundamental factors influencing volatility dynamics. Proficiency in Python programming.

About the job

Join our dynamic Index Options team at IMC, where we leverage cutting-edge technology and innovative strategies to excel in the volatility trading landscape. Our mission is to establish ourselves as a premier volatility desk, focusing on precise pricing and risk management. We foster a collaborative environment that combines the skills of generalists and specialists, driving expertise, ownership, and innovation within the Index Options arena.

Your Core Responsibilities

  • Drive revenue growth by identifying and capitalizing on short- and long-term mispricing while effectively managing associated positions.
  • Continuously monitor and respond to volatility fluctuations, liquidity shifts, and macroeconomic developments.
  • Take proactive ownership of index options trading portfolios across EU and/or US markets, focusing on high-risk/high-reward strategies.
  • Execute directional and volatility-based trades with strong conviction, supported by market insights, quantitative analyses, and thorough scenario evaluations.
  • Collaborate closely with quantitative analysts and engineers to enhance pricing models, volatility surfaces, and execution tools, prioritizing automation and reducing latency.
  • Conduct backtesting of signals and validate new trading concepts.
  • Provide critical feedback to improve risk management systems, scenario analysis tools, and volatility surfaces.
  • Engage in post-trade analysis to refine execution and hedging strategies.
  • Assume significant responsibility and ownership early in your career to propel our strategy forward.

About IMC Trading

Founded in 1989, IMC is a leading global trading firm renowned for its commitment to innovation and technological advancement. We are a stabilizing force in financial markets, providing essential liquidity that market participants rely on. With offices across the US, Europe, Asia Pacific, and India, our talented team of quant researchers, engineers, traders, and operations professionals work collaboratively in a state-of-the-art research environment.

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