Quantitative Trader – Equities (Live Trading)

IMC

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 * Research and evaluate new trading signals and strategy ideas with a focus on monetization potential * Design and run large-scale back tests to assess PnL, risk, capacity, and robustness * Analyse transaction costs, market impact, and execution assumptions within back testing frameworks * Optimize portfolio construction, capital allocation, and risk controls across strategies * Work with engineers to improve back testing infrastructure, data quality, and research tooling * Partner with live traders to ensure research assumptions align with real-world execution behaviour * Drive strategies from research validation through production readiness Skills & Experience * Degree in a quantitative field (Mathematics, Physics, Computer Science, Engineering, Economics, or similar) * 3+ years of experience in quantitative trading or monetization research, preferably in equities * Strong experience with back testing frameworks, large datasets, and systematic performance evaluation * Deep understanding of market microstructure, transaction costs, and scalability constraints * Strong programming skills (Python/C++ strongly preferred); ability to write clean, research-grade code * Rigorous, detail-oriented mindset with strong statistical intuition * Experience at leading systematic or proprietary trading firms is a strong plus 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.

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 QRT’s 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: * The successful candidate will join the Production Management team based in New York, providing high-touch support to the QRT trading desks and Risk managers with a dedicated focus on Risk and PnL systems.   * QRT trades across all major EMEA and US markets, and this role sits at the intersection of technology and front office operations.  * You will be the primary point of contact for the investigation and resolution of issues impacting real-time risk monitoring, daily PnL figures, and trade / positions reconciliation.   * You will work closely with traders, quants, and finance teams to ensure the integrity and availability of risk and PnL data throughout the trading day and at end of day. You will also liaise with internal development, quant research, and external counterparties to maintain a stable and accurate production environment.  Your present skillset: * Real-time risk support: Monitor and support intraday risk systems, ensuring live Greeks, exposure, and limit utilisation data are accurate and available to the front office throughout the trading day  * PnL production and reconciliation: Own the end-of-day PnL process, including identification and resolution of breaks between trader flash PnL and official finance PnL  * Trade and position reconciliation: Investigate and resolve position breaks between internal systems, prime brokers, and exchange/clearing houses  * Market data integrity: Ensure pricing and reference data feeds (EOD prices, vol surfaces, yield curves) used in risk and PnL calculations are correct and complete  * Explain PnL attribution: Work with traders and quants to explain PnL moves by decomposing into risk factors (delta, gamma, vega, theta, etc.)  * System availability: Ensure all risk and PnL components are operational before the start of each trading session; manage morning health checks and sign-off processes  * Incident management: Lead investigation and resolution of risk or PnL discrepancies, communicating clearly with traders and senior management under time pressure  * Process improvement: Develop scripts and tools to automate reconciliation, monitoring, and alerting workflows to reduce manual effort and improve accuracy  * Release management: Support the deployment of risk system and PnL platform releases, validating output integrity before and after changes  * Evening/weekend support: Provide on-call coverage for critical end-of-day and start-of-day processes, normally via remote access  Essential  * Minimum 2 years in a risk, PnL, or quantitative support role within a trading firm, hedge fund, or investment bank * Strong understanding of risk metrics: delta, gamma, vega, theta, DV01, and portfolio-level exposure aggregation  * Hands-on experience with PnL production workflows, including flash vs. official PnL reconciliation and attribution  * Familiarity with financial instruments across at least two asset classes (Equities, Futures, Commodities, FX, Fixed Income)   * Strong relational database skills – able to query and investigate data independently (SQL Server or Postgres preferred)  * ~1 year of scripting experience in Python, Bash, or PowerShell for automation and investigation tooling  * Excellent analytical and problem-solving skills with a methodical approach to root cause analysis  * Strong written and oral communication skills – able to explain technical issues clearly to traders and senior stakeholders  * High sense of ownership: proactive in following issues through to resolution without being chased  Base salary range for this position is $150,000 to $220,000 per year.  QRT Total Compensation includes discretionary performance-based bonuses and a competitive benefits package.

Winton

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.