Quantitative Researcher - Equities/ Futures

IMC is seeking experienced quantitative researchers to develop high-frequency delta one trading strategies and predictive models for the APAC markets. This role involves leveraging machine learning techniques to enhance trading performance and collaborating within a dynamic team environment to drive the firm's success in global financial markets.

Key responsibilities include conducting large-scale data analysis to generate statistically robust predictions of market behavior, which inform all trading decisions and have a significant impact across the office. The role also involves shaping the direction of research and tooling, utilizing IMC's established strengths in market access, global reach, options understanding, and low latency to tackle complex and impactful problems.

Candidates should have a minimum of 3 years of experience as a Quantitative Researcher or Trader, specifically in high-frequency equities or futures, with a proven track record. A graduate or postgraduate degree from a top university in machine learning, statistics, or a STEM-related field is required. Strong programming skills in at least one language, preferably Python, and significant practical experience with mainstream machine learning approaches are essential.

IMC offers a collaborative and high-performance culture, providing opportunities for professional growth and development. Employees benefit from working in a cutting-edge research environment with access to world-class technology and resources, contributing to the firm's continuous innovation and success in the financial markets.