HFT Quant Researcher – China Commodity Futures

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

Job summary

IMC is seeking experienced quant researchers to develop high frequency delta one trading strategies and predictive models for the China Commodity Futures & Options market. You will work with a collaborative research team to generate alpha signals and translate research into production trading strategies, with close collaboration across traders, software and hardware teams.

You will leverage ML in trading to push the boundaries of what we can achieve, and contribute to shaping the direction of

Qualifications

• 3+ years of experience in high-frequency alpha research for China Commodity Futures.
• Strong foundation in probability and statistics, and significant practical experience with at least one mainstream ML approach.
• Experience working with large, high-frequency trading datasets.
• Excellent programming skills in at least one language (Python preferred).

Responsibilities

• Combine creativity and experience to rapidly generate high quality, testable alpha signals
• Refine and leverage understanding of market microstructure and order book dynamics in China & global Commodity Futures to create powerful features
• Apply statistical and machine learning techniques with robustness and avoidance of overfitting
• Collaborate with trading and engineering teams to translate research into production strategies

Skills

Quant research

Probability & statistics

Machine learning

Data analysis

Tools

Python

Job description

IMC is seeking experienced quant researchers to develop high frequency delta one trading strategies and predictive models for the China Commodity Futures & Options market. You will work with a collaborative research team to generate alpha signals and translate research into production trading strategies, with close collaboration across traders, software and hardware teams.

You will leverage ML in trading to push the boundaries of what we can achieve, and contribute to shaping the direction of