Quant jobs / IMC Trading

Quantitative Risk Manager

A risk role that measures and monitors market risk across IMC's trading in India, building Python tools and stress tests. It also advises traders and works with global risk and engineering teams.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Monitor trading exposures and recommend risk reductions to desks
Build independent backtests to challenge trading strategies
Run stress tests and scenario analyses on the book
Develop Python tools for local risk management
Support traders in using risk tools and handle incident follow-up

What they ask for

Required

3+ years in capital markets at a trading firm, bank or asset manager
Bachelor's or master's in a quantitative field
Python for analysis and tools
Strong options theory: Greeks, volatility, pricing
Risk analysis across equities, futures and options
Stress-testing methods

Preferred

FRM, CFA or CQF

Education: Bachelor's or master's in a quantitative field with strong academic performance
Experience: 3+ years in capital markets
Languages and tools: Python
Markets: equities, futures, options

How to prepare

Build a Greeks-based risk report for an options portfolio
Run historical and hypothetical stress scenarios in Python
Study performance metrics such as Sharpe, Sortino and Calmar
Practise challenging a trader's assumptions with data

What to study

The Risk Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on IMC Trading’s site before applying: requirements, location and pay can change after we check them.

View the posting on IMC Trading’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with IMC Trading and doesn’t handle applications.