Quantitative Researcher - HFT

Quantitative Researcher - HFT at IMC Trading

IMC is seeking experienced Quantitative Researchers to join their team, focusing on developing high-frequency delta one trading strategies and predictive models for the APAC markets. This role offers an exciting opportunity to push the boundaries of Machine Learning in trading, leverage significant execution edges, and contribute to IMC's goal of becoming the best trading firm worldwide.

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, 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.

Key Responsibilities

As a Quantitative Researcher - HFT, you will be responsible for performing large-scale data analysis to derive statistically profitable predictions of market behavior. These predictions are critical for informing all trading activities, and your improvements will have a high and visible impact across the firm. You will also play a role in shaping the direction of research and tooling. IMC boasts longstanding advantages in market access, global reach, Options understanding, and low latency. The rapid growth in Machine Learning has amplified these edges, presenting compelling and impactful challenges to solve.

Collaboration and Impact

You will be an integral part of an established and growing research team, working in close collaboration with traders, software developers, and hardware developers. This collaborative environment is geared towards finding model improvements that directly impact production results. IMC thrives on teamwork, fostering open idea sharing and collaboration across different disciplines, desks, and global offices.

Your Skills And Experience

• 3+ years of experience in high-frequency equities or futures alpha research, with a prior track record in at least one of the Asia markets.
• Strong foundation in probability and statistics, coupled with significant practical experience in at least one mainstream Machine Learning 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 is a global trading firm renowned for its cutting-edge research environment and world-class technology backbone. Since 1989, IMC has been a stabilizing force in financial markets, providing essential liquidity. With offices in the US, Europe, Asia Pacific, and India, their team of quant researchers, engineers, traders, and business operations professionals are united by a collaborative, high-performance culture and a commitment to giving back. IMC continuously innovates and collaborates, from entering dynamic new markets and embracing disruptive technologies to developing innovative research and diversifying trading strategies.

Key skills/competency

• High-frequency trading
• Delta one strategies
• Predictive models
• APAC markets
• Machine Learning
• Statistical analysis
• Market microstructure
• Order book dynamics
• Alpha signal generation
• Python programming