Quantitative Researcher - Options
Posted Sep 30, 2026 · We last checked this listing on Oct 6, 2026
Likely interview questions for this role
Written from this job description, not a generic list. Each one notes what the interviewer is really checking.
About your past
Tell me about an algorithm you developed that made it all the way to production trading. What went wrong along the way?
What they are checking: Proven follow-through from research to full-scale production, including handling setbacks.
How do you mentor a graduate researcher who is smart but keeps going down rabbit holes?
What they are checking: Real mentoring skill, since the role expects them to develop juniors.
Tell me about a project you led where the plan changed halfway through.
What they are checking: Project management experience and adaptability, both named in the posting.
What would you do
You have three possible improvements and time for one. How do you choose?
What they are checking: Prioritization by expected value, effort and risk, which a senior researcher must do constantly.
A trader insists a pattern in the data is real, and your tests say it isn't. What do you do?
What they are checking: Ability to respect trader intuition while holding to statistical rigor.
About the work
Walk me through how you'd evaluate whether an existing options pricing or quoting algorithm is underperforming.
What they are checking: Whether they have a structured way to find where a mature system leaves money on the table.
How do you model the volatility surface, and where do common parametrizations break down?
What they are checking: Depth in options pricing, which the posting lists as required experience.
How would you think about the tradeoff between quoting tighter and getting adversely selected?
What they are checking: Understanding of market-making economics in options, beyond pricing theory.
How do you prototype quickly in Python without creating research code nobody can trust later?
What they are checking: Balance between speed and reproducibility in a team research setting.
How would you hedge the gamma of a large options book efficiently, and what costs would you worry about?
What they are checking: Practical risk understanding that connects pricing to how the book is actually run.
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Practice this out loudThe full job description
As published by IMC Trading.