Quantitative Researcher - HFT Commodity Futures

Quantitative Researcher - HFT Commodity Futures at IMC Trading

IMC Trading is actively seeking experienced quantitative researchers to join their team and focus on developing high-frequency delta one trading strategies and predictive models specifically for the China Commodity Futures & Options market. This role offers an exciting opportunity to push the boundaries of Machine Learning in trading, leverage significant execution edges, and contribute to IMC Trading's ambition of becoming a world-leading trading firm.

As a Quantitative Researcher, you will be instrumental in performing large-scale data analysis to uncover statistically profitable predictions of market behavior. The insights derived from your work directly inform trading strategies, meaning improvements you make will have a high and visible impact across the firm. You will also play a key role in shaping the direction of research and tooling within the team. IMC Trading boasts long-standing strengths in market access, global reach, Options understanding, and low latency infrastructure. The recent advancements in Machine Learning have further amplified these advantages, creating a fertile ground for tackling impactful and interesting problems.

You will integrate into an established and expanding research team, working in close collaboration with traders, software developers, and hardware developers. This collaborative environment is designed to foster continuous improvement in models and ensure their successful impact on production trading results. IMC Trading thrives on teamwork, promoting open idea sharing and collaboration across different disciplines, trading desks, and global offices.

Core Responsibilities

• Combine creativity and experience to rapidly generate high-quality, testable alpha signals.
• Refine and leverage deep understanding of market microstructure and order book dynamics in China & global Commodity Futures to create powerful features.
• Apply statistical and machine learning techniques with strong discipline around robustness and overfitting.
• Collaborate closely with trading and engineering teams to translate research into production strategies.

Skills and Experience

• 3+ years of experience in high-frequency alpha research for China Commodity Futures, with a strong track record.
• Strong foundation in probability and statistics, and significant practical experience with at least one mainstream ML approach.
• Experience working with large, high-frequency trading datasets.
• Excellent programming skills in at least one language (Python preferred).
• Practical mindset with a focus on deployable, real-world edge.

About IMC Trading

IMC Trading is a global trading firm underpinned by a cutting-edge research environment and a world-class technology backbone. Established in 1989, IMC has consistently provided essential liquidity to financial markets, acting as a stabilizing force for market participants. With offices spanning the US, Europe, Asia Pacific, and India, IMC's talented quant researchers, engineers, traders, and business operations professionals are united by a unique collaborative, high-performance culture and a commitment to giving back. The company continuously innovates and collaborates to succeed, whether by entering dynamic new markets, embracing disruptive technologies, developing innovative research, or diversifying trading strategies.

Key skills/competency

• High-frequency trading
• Commodity Futures
• Machine Learning
• Data analysis
• Predictive modeling
• Market microstructure
• Alpha generation
• Statistical techniques
• Python programming
• Order book dynamics