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 ex...
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
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, 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 equities or futures alpha research, ideally with prior track record in at least one of
the Asia markets
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.
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.
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 to mid 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
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:
* Leverage deep learning techniques to improve prediction quality in a trading context
* Collaborate with feature engineers and traders, to help ensure the feature set is crafted and used to maximum effect
* Develop and improve sampling, weighting, cost, target, hyperparameters and network architecture to suit a range of problems and
data presentations
* Push the team forward, by keeping abreast of the latest developments in industry and academia, and tackling some of the hardest
problems we have in the quant space
* Mentor and grow the skills of more junior colleagues in the space, and clearly and simply explain complex concepts
* Apply understanding of distributed computing, and how to align training hardware and approach to rapidly achieve strong results
on very large datasets
Your Skills and Experience:
* Graduate & Postgraduate study from top universities, majoring in machine learning, statistics, or STEM subjects
* 3+ years experience as a quantitative modeller, with specific experience in the high to mid frequency delta one space. Have a
proven track record of developing and improving deep learning models with proven outperformance in production
* Strong programming experience in at least one language, and mainstream deep learning framework (TensorFlow, PyTorch or other)
* Deep understanding of the strengths & weaknesses of CNN, RNN, LSTM and transformers
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.
