Quantitative Researcher – Pricing

About the role

IC is seeking a Quantitative Researcher to develop next‑generation pricing models for a range of asset classes. You will own research projects from hypothesis through production, working closely with trading and technology teams.

Key responsibilities

• Design and calibrate reference pricing from multiple liquidity sources, handling latency, staleness and outliers.
• Build dynamic spread, markup and price‑adjustment models that react to market volatility, liquidity and order‑flow.
• Research short‑horizon predictive signals and quantify their contribution to spread capture.
• Extend pricing frameworks across FX, metals, indices, commodities and crypto.
• Backtest, simulate, run live shadow tests, and monitor model performance in production.

Required profile

• 5+ years of experience owning a production trading data platform at a broker, prop‑trading firm, market maker or similar.
• Hands‑on experience building or calibrating pricing engines for electronic quoting.
• Deep knowledge of market microstructure, adverse selection, latency and inventory management.
• Strong applied statistics and time‑series modelling on high‑frequency data.

Required skills

• Python (research‑grade, large tick datasets)
• SQL on columnar stores
• Machine learning applied to high‑frequency data
• Statistical and time‑series modelling
• C++ or Rust (high‑performance production experience – desirable)

What we offer

• Competitive salary and performance‑based bonuses
• Career growth with continuous learning opportunities
• Hybrid work model after two months (3 days office, 2 days remote)
• 22 days annual leave, 12 paid sick days, full medical insurance after 6 months
• Daily lunch buffet, stocked kitchen, fitness facilities and team events