Delta-One Deep Learning Quant Researcher

IMC

Sydney

On-site

AUD 180,000 - 260,000

Full time

3 days ago

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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.