Quantitative Researcher - HFT Commodity Futures
IMC is seeking experienced quantitative researchers to develop high-frequency delta-one trading strategies and predictive models for the China Commodity Futures & Options market. This role offers the opportunity to push the boundaries of machine learning in trading, leveraging IMC's significant execution advantages, and contributing to the firm's goal of becoming a leading global trading firm.
The successful candidate will perform large-scale data analysis to derive statistically profitable predictions of market behavior. These insights will directly inform trading strategies, with improvements having a visible impact across the organization. The role also involves shaping the direction of research and tooling, capitalizing on IMC's strengths in market access, global reach, options expertise, and low-latency infrastructure.
Key responsibilities include rapidly generating high-quality, testable alpha signals, refining a deep understanding of market microstructure and order book dynamics in China and global commodity futures to create powerful features, applying statistical and machine learning techniques with a strong focus on robustness and avoiding overfitting, and collaborating closely with trading and engineering teams to translate research into production strategies.
Candidates should have at least 3 years of experience in high-frequency alpha research for China Commodity Futures, with a strong track record. A solid foundation in probability and statistics, significant practical experience with at least one mainstream machine learning approach, experience working with large, high-frequency trading datasets, and excellent programming skills in at least one language (Python preferred) are required. A practical mindset focused on deployable, real-world solutions is essential.
IMC offers a collaborative, high-performance culture with opportunities for professional growth. Employees benefit from a cutting-edge research environment, a world-class technology backbone, and a commitment to innovation and continuous improvement.