Quantitative Researcher – Futures
IMC is seeking experienced quantitative researchers to develop systematic futures trading strategies. This role involves joining a well-resourced team that combines IMC's extensive options trading expertise with systematic strategies in the underlying futures market. The successful candidate will perform large-scale data analysis, utilizing modern machine learning techniques to derive forecasts, which will be integrated with IMC's advanced technology platform for execution in futures markets.
Key responsibilities include conducting alpha, signal, and feature research targeted at intraday futures trading strategies, from hypothesis generation through rigorous data analysis. The role also involves quickly prototyping, backtesting, and evaluating new trading ideas using large-scale and high-frequency market data. Collaboration with developers, traders, and fellow researchers is essential to design and implement a robust research-to-production pipeline, ensuring validated ideas are deployed effectively. Additionally, the candidate will monitor and refine existing strategies, continuously evaluating performance, risk, and edge decay to maintain or improve profitability.
The ideal candidate will possess an advanced degree (MSc, PhD, or equivalent) in a quantitative or technical discipline such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering. A minimum of five years of quantitative research experience, preferably in systematic trading, futures, high-frequency trading, or related high-throughput environments, is required. Demonstrable experience in generating predictive signals in futures, derivatives, or systematic trading is essential. Strong programming skills in languages such as Python or C++, along with comfort working with large datasets and real-time data feeds, are necessary. A solid statistical background, including experience in statistical modeling, time-series analysis, and machine learning approaches, is also required.
IMC offers a competitive base salary ranging from $250,000 to $300,000 USD. In addition to the base salary, all full-time, permanent positions are eligible for a discretionary bonus and comprehensive benefits, including paid leave and insurance. For more detailed information on benefits, please visit IMC's benefits page.
IMC is a global trading firm powered by a cutting-edge research environment and a world-class technology backbone. Since 1989, the company has been a stabilizing force in financial markets, providing essential liquidity upon which market participants depend. Across offices in the US, Europe, Asia Pacific, and India, IMC's talented quant researchers, engineers, traders, and business operations professionals are united by a uniquely collaborative, high-performance culture and a commitment to giving back. From entering dynamic new markets to embracing disruptive technologies, and from developing an innovative research environment to diversifying trading strategies, IMC continuously innovates and collaborates to succeed.