
IMC · Hong Kong
IMC is hiring a Quantitative Trader to focus on monetization research and back testing for high- to mid-frequency delta-one equity strategies. This role emphasi...
IMC is hiring a Quantitative Trader to focus on monetization research and back testing for high- to mid-frequency delta-one equity
strategies. This role emphasizes research depth, systematic evaluation, and capital efficiency, partnering closely with quant
researchers and engineers to turn signals into scalable, profitable trading strategies.
Based in Sydney, this role is ideal for candidates who excel at research-driven trading problems, large-scale data analysis, and
rigorous performance validation. For exceptional candidates from top global trading firms, Hong Kong location may be considered.
Core Responsibilities
Skills & Experience
About Us
IMC is a global trading firm powered by a cutting-edge research environment and a world-class technology backbone. Since 1989,
we’ve been a stabilizing force in financial markets, providing essential liquidity upon which market participants depend. Across
our offices in the US, Europe, Asia Pacific, and India, our talented quant researchers, engineers, traders, and business
operations professionals are united by our uniquely collaborative, high-performance culture, and our commitment to giving back.
From entering dynamic new markets to embracing disruptive technologies, and from developing an innovative research environment to
diversifying our trading strategies, we dare to continuously innovate and collaborate to succeed.
IMC is seeking an experienced Quantitative Trader to focus on live trading operations and performance analysis for high to mid-frequency, delta-one equity strategies in APAC markets. Based in Hong Kong, this role sits close to production trading and is responsible for maximizing PnL through real-time monitoring, execution optimization, and rapid feedback loops between trading, research, and engineering. This is a hands-on trading role with strong ownership of day-to-day strategy behaviour in live markets, requiring sound judgment under pressure and deep understanding of market microstructure. Core Responsibilities * Operate and oversee live high- to mid-frequency equity trading strategies across APAC markets * Monitor intraday performance, risk, and execution quality; identify and act on anomalies in real time * Analyse fills, slippage, adverse selection, and market impact to continuously improve execution outcomes * Work closely with quant researchers to translate research ideas into robust, production-ready trading behaviour * Partner with engineers to diagnose production issues, improve system stability, and enhance trading infrastructure * Contribute to post-trade analysis, performance attribution, and feedback into strategy iteration * Ensure strategies operate within defined risk limits and respond appropriately to changing market conditions Skills & Experience * Degree in a quantitative field (Mathematics, Physics, Computer Science, Engineering, Economics, or similar) * 3+ years of experience in systematic equity trading, with direct exposure to live trading environments * Strong understanding of market microstructure, order books, and execution dynamics in APAC markets * Proven experience analysing execution quality, market impact, and intraday performance drivers * Strong programming and data analysis skills (Python/C++ strongly preferred) * Ability to make sound decisions under pressure and manage multiple live priorities simultaneously * Excellent communication skills and a collaborative, team-oriented mindset About Us IMC is a global trading firm powered by a cutting-edge research environment and a world-class technology backbone. Since 1989, we’ve been a stabilizing force in financial markets, providing essential liquidity upon which market participants depend. Across our offices in the US, Europe, Asia Pacific, and India, our talented quant researchers, engineers, traders, and business operations professionals are united by our uniquely collaborative, high-performance culture, and our commitment to giving back. From entering dynamic new markets to embracing disruptive technologies, and from developing an innovative research environment to diversifying our trading strategies, we dare to continuously innovate and collaborate to succeed.
About Man Group Man Group is a global alternative investment management firm focused on pursuing outperformance for sophisticated clients via our Systematic, Discretionary and Solutions offerings. Powered by talent and advanced technology, our single and multi-manager investment strategies are underpinned by deep research and span public and private markets, across all major asset classes, with a significant focus on alternatives. Man Group takes a partnership approach to working with clients, establishing deep connections and creating tailored solutions to meet their investment goals and those of the millions of retirees and savers they represent. Headquartered in London, we manage $228.7 billion* and operate across multiple offices globally. Man Group plc is listed on the London Stock Exchange under the ticker EMG.LN and is a constituent of the FTSE 250 Index. Further information can be found at www.man.com At Man Group, we respect your privacy and we are committed to protecting and safeguarding your Personal Data. We have developed policies and processes which are designed to provide for the security and integrity of your Personal Data. We are committed to Processing your Personal Data fairly and lawfully, and being open and transparent about such Processing. For further information on how we process your data, please see the privacy notice for applicants here * As at 31 March 2026 Algo Research Team Algo Research team is responsible for alpha research across a wide range of timescales (from high frequency up to ~48 hours), design of monetization/execution strategies and market impact modelling across all major asset classes (including Cash Equities, Futures, FX, options). Purpose of the Role To research, develop, and manage strategies which will improve Man Group’s global trading in financial markets utilizing high-frequency techniques. Specific Responsibilities * High-frequency alpha research: design, implement, and deploy tick-data features and machine learning models targeting short horizons * Trading strategy management: write strategy logic, perform post-trade analysis, and manage production deployments of high-frequency execution algorithms * Global asset class coverage: lead the expansion of Man’s internal algorithmic execution to global equities, global futures, and other liquid electronic asset classes * Stakeholder management: communicate updates and plans regularly to research leadership, global trading and business management Requirements and Key Competencies * 5+ years of quantitative finance experience, ideally at a proprietary trading firm or hedge fund * 2+ years of alpha research experience working with L3 tick data * 2+ years of high frequency trading strategy or high frequency execution algo design or analysis experience * 2+ years of experience working with US equities * Experience with Machine Learning techniques is a plus * PhD or exceptional Masters / Bachelors qualification in a quantitative subject * Expertise in Python and Linux environments * Comfortable proficiency in C++, Java, or another low-level language * Able to write clear, concise, and informative technical and research reports The anticipated based salary range for this position is listed below. Compensation packages would also include benefits and a discretionary bonus. This is the base salary range that the Company believes it will pay for this position at the time of this posting based on the location and requirements of the position as well as the skills, qualifications, and experience of the applicant. The Firm reserves the right to modify this pay range at any time. US Pay Range $200,000—$250,000 USD Inclusion, Work-Life Balance and Benefits at Man Group You'll thrive in our working environment that champions equality of opportunity. Your unique perspective will contribute to our success, joining a workplace where inclusion is fundamental and deeply embedded in our culture and values. Through our external and internal initiatives, partnerships and programmes, you'll find opportunities to grow, develop your talents, and help foster an inclusive environment for all across our firm and industry. Learn more at www.man.com/diversity. You'll have opportunities to make a difference through our charitable and global initiatives, while advancing your career through professional development, and with flexible working arrangements available too. Like all our people, you'll receive two annual 'Mankind' days of paid leave for community volunteering. Our comprehensive benefits package includes competitive holiday entitlements, pension/401k, life and long-term disability coverage, group sick pay, enhanced parental leave and long-service leave. Depending on your location, you may also enjoy additional benefits such as private medical coverage, discounted gym membership options and pet insurance. Equal Employment Opportunity Policy Man Group provides equal employment opportunities to all applicants and all employees without regard to race, color, creed, national origin, ancestry, religion, disability, sex, gender identity and expression, marital status, sexual orientation, military or veteran status, age or any other legally protected category or status in accordance with applicable federal, state and local laws. Man Group is a Disability Confident Committed employer; if you require help or information on reasonable adjustments as you apply for roles with us, please contact TalentAcquisition@man.com.
ABOUT WINTON Winton is a research-based investment management company with a specialist focus on statistical and mathematical inference in financial markets. The firm researches and trades quantitative investment strategies, which are implemented systematically via thousands of securities, spanning the world's major liquid asset classes. Founded in 1997 by David Harding, Winton today manages assets for some of the world’s largest institutional investors. We employ ambitious professionals who want to work collaboratively at the leading edge of investment management. ---------------------------------------------------------------------------------------------------------------------------------- We are seeking a highly motivated quantitative researcher to join our Investment Management & Research group, focussing on MENA Equities. You will play a key role in researching, developing and operating our equities strategies in the region, partnering with portfolio managers, researchers, and technology to build and optimise the full strategy lifecycle – from research and back testing to live trading and risk management. You will spend an initial period of approximately 6 months working in our London office before relocating to our office in Abu Dhabi. Your responsibilities will include: * Conduct in-depth research to identify alpha-generating strategies in MENA equity markets * Research and back test systematic trading signals * Collaborate closely with portfolio managers, researchers and technologists to develop trading infrastructure and strategies * Monitor, analyse and report on strategy performance What we are looking for: * 3+ years of experience working in a systematic equity trading environment * Proficiency in data analysis and programming, preferably using Python and key libraries such as Pandas and NumPy * Exceptional understanding of signal research and portfolio construction * Strong communication skills with the ability to work in a distributed and collaborative research environment. ---------------------------------------------------------------------------------------------------------------------------------- EQUAL OPPORTUNITY WORKPLACE We are proud to be an equal opportunity workplace. We do not discriminate based upon race, religion, color, national origin, sex, sexual orientation, gender identity/expression, age, status as a protected veteran, status as an individual with a disability, or any other applicable legally protected characteristics.