IMC is seeking experienced Quantitative Traders to drive the monetisation of high to mid-frequency delta-one trading strategies
within the APAC markets. In this...
IMC is seeking experienced Quantitative Traders to drive the monetisation of high to mid-frequency delta-one trading strategies
within the APAC markets. In this role, you will harness your expertise to develop and execute profitable systematic trading
strategies that deliver measurable results. Joining our dynamic and growing research and trading team, you’ll collaborate closely
with quant researchers, software engineers, and hardware engineers to uncover opportunities, optimize performance, and enhance our
production outcomes.
IMC competes and wins as a team, with open idea sharing and collaboration across disciplines, desks and offices.
Your Core Responsibilities:
Develop and deploy high to mid-frequency systematic trading strategies, with a focus on APAC equities markets.
Identify and exploit inefficiencies in financial markets, optimizing trade selection and minimizing market impact.
Design and implement execution algorithms that account for market microstructure and dynamic liquidity conditions
Manage and optimize risk exposures in line with the firm's risk tolerance and trading objectives.
Your Skills and Experience:
Degree in a quantitative field such as Mathematics, Physics, Computer Science, Engineering, or Economics.
4+ years experience in quantitative trading with specific experience in the high to mid-frequency delta-one space, ideally
within APAC markets.
Strong programming skills in at least one language (python strongly preferred).
Strong understanding of financial markets, market microstructure, and trading systems.
Experience in modelling market impact, with a deep understanding of order book dynamics, and liquidity provision
Experience building predictive models for order placement, timing, and sizing to reduce adverse selection and slippage.
Strong data analysis skills, including working with large-scale financial datasets and tick-level data.
Excellent problem-solving skills, with the ability to thrive under pressure and adapt to changing market conditions.
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.
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.
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.
