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Senior Macro Analyst

IMC Amsterdam, Netherlands
Posted 2 days ago Permanent Competitive

Senior Macro Analyst

IMC Amsterdam, Netherlands
Senior Macro Analyst

About the role



As a Senior Macro Analyst at IMC in Amsterdam, you will take ownership of quantitative macro research and trading ideas across European equity index volatility and related markets. Working closely with traders and the Lead Macro Analyst, you will develop and test event scenarios that feed into the volatility curve.



This is a hands-on role combining macro research, Python-based tooling and trading analysis. You will connect your research to the desk's exposure, assess whether it is long or short an event, and score your own calls against market outcomes to improve future decisions.



As you demonstrate an edge through your research, there is scope to expand into position taking and longer-horizon research.




Your Core Responsibilities



  • Develop quantitative scenarios around economic releases, central bank decisions and other market-moving events, translating the results into inputs for the European equity index volatility curve;

  • Build and own Python-based research tools, datasets and models that support event analysis and trading decisions;

  • Generate and test macro-driven trading ideas, using data and statistics to evaluate the evidence for a trading edge;

  • Work closely with traders to assess opportunities and risks in the context of the desk's existing exposure, including whether it is long or short an event;

  • Record and score your own scenarios and calls against market outcomes, using the findings to challenge assumptions and refine your research;

  • Respond to new information and unexpected events, updating scenarios and trading implications during European trading hours and relevant out-of-hours futures sessions.




Your Skills and Experience



  • 5+ years of experience in quantitative macro research or a trading-focused quantitative role, ideally within a macro hedge fund pod or at a competing trading firm;

  • Strong Python, data analysis and statistics skills, with hands-on experience building and owning research tools and models;

  • Strong understanding of European equity index markets, options and volatility, and how macroeconomic and geopolitical events affect them;

  • Experience developing and testing signals or models, ideally including those you have built that have been used in live trading;

  • Independent research judgment, an understanding of desk exposure, and the ability to explain the evidence behind your views and objectively evaluate your own calls.




About Us



IMC is a research-driven trading firm where quantitative modeling, machine learning, and engineering shape how modern markets are traded. A stabilizing force in markets since 1989, we provide liquidity across trading venues, delivering the best outcome in value and risk management to investors. Using our own technology and capital, we build proprietary systems and algorithms that operate across global markets. Our researchers, traders, and engineers work as a collective, combining rapid experimentation, advanced infrastructure, and real-time feedback to turn insight into execution and execution into advantage.

Job ID  4700191101
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