Graduate Quantitative Researcher

Qube Research & Technologies

Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology, and trading expertise has shaped our collaborative mindset, which enables us to solve the most complex challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors. Your future role within QRT * Your core objective is to create high quality predictive signals * By leveraging access to large and diversified datasets you will identify statistical patterns and opportunities * Share and discuss research results, methodology, data sets and processes with other researchers * Implement the signals and the relevant datasets within the global execution platform * Monitor signal behaviour and model performance over time * You would lead the full strategy research cycle from signal generation to implementation Your present skillset * Direct experience as a quant researcher or trader, or in data science/machine learning space. * Students and fresh graduate applicants will be rejected, please apply our internship/graduate positions instead. * Advanced degree in a quantitative field such as data science, statistics, mathematics, physics or engineering * Strong knowledge in statistics, machine learning, NLP or AI techniques is a plus * Capacity to multi-task in a fast paced environment while keeping strong attention to detail * Coding skills required in at least one leading programing language (Python, R, Matlab and /or C++, C#) * Experience in exploring large datasets across multiple time frames is a plus * Intellectual curiosity to explore new data sets, solve complex problems, drive innovative processes and connect the dots between multiple fields * Capacity to work with autonomy within a collegial and collaborative environment * Strong capacity to communicate with technologists, data scientists and traders across the globe * Proven track record in delivering successful systematic strategies QRT is an equal opportunity employer. We welcome diversity as essential to our success. QRT empowers employees to work openly and respectfully to achieve collective success. In addition to professional achievement, we are offering initiatives and programs to enable employees achieve a healthy work-life balance.

IMC

IMC is looking for experienced quantitative researchers to develop high to mid frequency delta one trading strategies and predictive models for Equities markets. If you’re excited about helping to push the boundaries of what we can do with Machine Learning in trading, unlocking the significant edges we have in execution, and collaborating to become the best trading firm worldwide, this may be the role for you. We have longstanding and significant edges across market access, global reach, Options understanding and low latency. The rapid growth we’ve already seen in Machine Learning has unlocked these edges, and some of the most interesting and impactful problems are now being tackled. IMC competes and wins as a team, with open idea sharing and collaboration across disciplines, desks and offices. Your Core Responsibilities: * Conduct large-scale data analysis to generate statistically robust predictions of market behavior, which guide all trading decisions and drive high-impact improvements across global offices. * Work as part of an established and expanding research team, collaborating closely with traders, software and hardware developers globally to enhance our models and drive measurable improvements in production performance. * Contribute to defining the strategic direction of research and tooling initiatives. * Leverage creativity and expertise to quickly produce high-quality, testable ideas. * Apply a disciplined and systematic approach to ensure results are robust and thoroughly validated. * Build a deep understanding of market dynamics and potential optimization areas, working closely with operational traders to implement improvements. Your Skills and Experience: * Graduate & Postgraduate studies from a leading University; majoring in Machine Learning, Statistics, or STEM related subjects. * 3+ years’ experience as a Quantitative Researcher, with specific experience in the high to mid-frequency delta one space, ideally within Equities markets. * A proven track record of developing value-adding and orthogonal features across multiple families. * Practical experience extracting value from a range of sources (both public feed and alternative data). * Strong programming skills in at least one language (python preferred). * Solid understanding of statistics. * Significant practical experience with at least one mainstream ML approach is required, whilst familiarity with a variety of machine learning approaches and the risks of overfitting is preferred. * Exceptional interpersonal and communication skills, combined with a proven capacity to collaborate across disciplines and work autonomously to achieve goals. 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

IMC is looking for experienced quant researchers to develop high frequency delta one trading strategies and predictive models for the APAC markets. If you’re excited about helping to push the boundaries of what we can do with Machine Learning in trading, unlocking the significant edges we have in execution, and collaborating to become the best trading firm worldwide, this may be the role for you. You will be responsible for performing large scale data analysis to derive statistically profitable predictions of market behavior. These predictions are used to inform all of our trading, and improvements have a high and visible impact across the office. You will also help to shape the direction we take across research and tooling. We have longstanding and significant edges across market access, global reach, Options understanding and low latency. The rapid growth we’ve already seen in Machine Learning has unlocked these edges, and some of the most interesting and impactful problems are now being tackled. You will work as part of an established and growing research team, collaborating closely with traders, software and hardware developers to find improvements to our models and see them impact our production results. IMC competes and wins as a team, with open idea sharing and collaboration across disciplines, desks and offices. Your Core Responsibilities:  * Combine creativity and experience to rapidly generate high quality, testable ideas * Use a rigorous and structured process to ensure your results are reliable and well tested * Refine and leverage a strong grasp of market dynamics and microstructure, to create powerful features * Have a solid understanding of statistics, a variety of machine learning approaches, and the risks of overfitting Your Skills and Experience:  * 3+ years experience as a Quantitative Researcher or Trader, with specific experience in high frequency Equities or Futures, and a proven track record * Graduate & Postgraduate study from a top university, majoring in machine learning, statistics, or STEM subjects * Strong programming skills in at least one language (python preferred) * Significant practical experience with at least one mainstream ML approach 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 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.