Quantitative Researcher – Futures på IMC i Chicago
IMC · Chicago
Quantitative Researcher – Futures
IMC is looking for experienced quantitative researchers to develop systematic futures trading strategies. Candidates will join a
well-resourced effort combining...
IMC is looking for experienced quantitative researchers to develop systematic futures trading strategies. Candidates will join a
well-resourced effort combining IMC’s extensive options trading expertise with systematic strategies in the underlying futures
market. Candidates will be responsible for performing large scale data analysis, utilizing modern machine learning techniques to
derive forecasts that will be combined with IMC’s best-in-class technology platform for execution in futures markets.
Once on board, candidates will join a growing team that will be essential to all aspects of IMC’s trading. They will contribute
not only to signal generation but also work w/ developers in design and implementation of a robust research framework that allows
for new ideas to be researched, tested, and put into production in a timely manner.
Your Core Responsibilities:
Conduct alpha / signal / feature research targeted at intraday futures trading strategies — from hypothesis generation through
rigorous data analysis.
Quickly prototype, backtest, and evaluate new trading ideas, using large-scale and high-frequency market data.
Collaborate with developers, traders, and fellow researchers to design and implement a robust research-to-production pipeline.
Once validated, see ideas through to full-scale deployment.
Monitor and refine existing strategies, continuously evaluating performance, risk, and edge decay — and iterating to maintain
or improve profitability.
Explore and integrate new data sources, alternative data sets, and market microstructure signals to expand the research
toolbox.
Contribute to defining the strategic direction of research initiatives, including tooling, data infrastructure, and methodology
improvements.
Your Skills & Experience
Advanced degree (MSc, PhD, or equivalent) in a quantitative or technical discipline (Mathematics, Statistics, Physics, Computer
Science, Financial Engineering, or similar).
Several years (5+ Years) of quantitative research experience, preferably in systematic trading, futures, HFT, or related
high-frequency / high-throughput environments.
Demonstrable track record of generating predictive signals in futures / derivatives / systematic trading.
Excellent programming skills (e.g., Python, C++, or other relevant languages), and comfort working with large datasets and
real-time data feeds.
Strong statistical background, with experience in statistical modeling, time-series analysis, machine learning / ML-based
approaches, and understanding of overfitting risk.
Deep interest in market dynamics, high-frequency trading, and understanding of microstructure, order flow, and volatility —
with an ability to translate that into actionable research.
Strong analytical thinking, problem-solving skills, and a practical “business orientation”: able to assess strategy viability,
robustness, and real-world performance.
Excellent communication and collaboration skills — able to work effectively across teams (developers, traders, researchers).
The Base Salary range for the role is included below. Base salary is only one component of total compensation; all full-time,
permanent positions are eligible for a discretionary bonus and benefits, including paid leave and insurance. Please visit Benefits
US | IMC Trading for more comprehensive information.
Salary Range
$250,000—$300,000 USD
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 Trading is seeking a Senior Quantitative Researcher to join the options quant team. You will join the team as a senior member
with the expectation of leading projects and mentoring juniors. Skills and responsibilities listed below.
Your Core Responsibilities:
* Collaborate with the trading and quantitative research team to evaluate existing algorithms
* Combine knowledge of systems, mathematical techniques and trading to identify the best places to improve our trading system
* Rapidly research, test, and prototype new algorithmic ideas, preferably with Python.
* See through the high-quality implementation of ideas to full-scale production trading.
* Mentor graduate quantitative researchers
Your Skills and Experience:
* Ms or PhD in a highly quantitative field
* At least 5 years in financial services or a quantitative environment
* Experience in project or people management
* Strong programming skills, Python, Java or C++ preferred
* Proven success in quantitative modelling and algorithm development
* You have experience with options pricing
#LI-DNP
The Base Salary range for the role is included below. Base salary is only one component of total compensation; all full-time,
permanent positions are eligible for a discretionary bonus and benefits, including paid leave and insurance. Please visit Benefits
- US | IMC Trading for more comprehensive information.
Salary Range
$250,000—$300,000 USD
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 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.
IMC is looking for experienced quant researchers to develop high frequency delta one trading strategies and predictive models for
the China Commodity Futures & Options market. 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
behaviour. 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 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
Your Skills and Experience:
* 3+ years of experience in high-frequency alpha research for China Commodity Futures, with 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 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.
