Quant jobs / IMC Trading

Systematic Index Options Trader – Low-Latency Execution

A role on IMC's index options execution team, using data analysis and backtesting to improve ultra-low-latency electronic execution. It spans trade analysis, execution system improvement and early ownership of part of the strategy.

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.

Analyse options pricing, trades and exchange feed data
Study individual trades to understand IMC's and competitors' behaviour
Backtest changes to execution systems and measure their impact
Own a defined area such as an exchange or execution type
Work with traders, researchers and developers from idea to production

What they ask for

Required

2+ years in low-latency index options execution
Exchange microstructure and how automated systems interact with it
Python analysis of large datasets
Entrepreneurial, ownership mindset
Clear communication across teams

Preferred

Graduate or postgraduate degree in maths, CS or statistics

Education: Graduate or postgraduate degree in a quantitative field preferred
Experience: 2+ years in low-latency index options execution
Languages and tools: Python
Markets: options

How to prepare

Learn how index options are quoted and traded across US exchanges
Study order types, priority and execution mechanisms
Build an analysis of fill rates and latency from sample data
Practise backtesting an execution rule change

What to study

The HFT Quant Developer 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.