Deep Learning Researcher

IMC; Sydney; On-site; AUD 180,000 - 260,000; Full time

Job summary

IMC is seeking experienced quantitative researchers to develop high to mid-frequency delta-one trading strategies and predictive models for APAC markets. You will perform large-scale data analysis to derive statistically profitable market predictions used to inform trading decisions and enhance our research tooling.

You will collaborate with traders, software and hardware teams to drive model improvements and production impact.

Qualifications

• Graduate & postgraduate study in machine learning, statistics, or STEM fields.
• 3+ years experience as a quantitative modeller with delta-one/high-frequency trading exposure.
• Strong programming experience and familiarity with mainstream deep learning frameworks (TensorFlow, PyTorch, etc.)
• Solid understanding of DL architectures including CNN, RNN, LSTM, and transformers.

Responsibilities

• Leverage deep learning techniques to improve prediction quality in a trading context.
• Collaborate with feature engineers and traders to ensure the feature set is crafted and used to maximum effect.
• Develop and tune sampling, weighting, cost, targets, hyperparameters and network architectures.
• Keep abreast of latest developments in industry and academia and tackle hard problems in the quant space.
• Mentor and grow the skills of junior colleagues and explain complex concepts clearly.
• Apply distributed computing knowledge to align training hardware and scale to very large datasets.

Skills

Quant modelling

Deep learning

Programming

DL frameworks

Education

Graduate/Postgraduate study in ML/Stats/STEM

Job description

IMC is looking for experienced quant researchers to develop high to mid 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 behaviour. 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:

• Leverage deep learning techniques to improve prediction quality in a trading context
• Collaborate with feature engineers and traders, to help ensure the feature set is crafted and used to maximum effect
• Develop and improve sampling, weighting, cost, target, hyperparameters and network architecture to suit a range of problems and data presentations
• Push the team forward, by keeping abreast of the latest developments in industry and academia, and tackling some of the hardest problems we have in the quant space
• Mentor and grow the skills of more junior colleagues in the space, and clearly and simply explain complex concepts
• Apply understanding of distributed computing, and how to align training hardware and approach to rapidly achieve strong results on very large datasets

Your Skills and Experience:

• Graduate & Postgraduate study from top universities, majoring in machine learning, statistics, or STEM subjects
• 3+ years experience as a quantitative modeller, with specific experience in the high to mid frequency delta one space. Have a proven track record of developing and improving deep learning models with proven outperformance in production
• Strong programming experience in at least one language, and mainstream deep learning framework (TensorFlow, PyTorch or other)
• Deep understanding of the strengths & weaknesses of CNN, RNN, LSTM and transformers

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.