Quantitative Trader – Equities (Strategy Monetization)

IMC Trading; Sydney; On-site; AUD 90,000 - 130,000; Full time

Job summary

A global trading firm is seeking a Quantitative Trader in Sydney to focus on monetization research and back testing for delta-one equity strategies. The role requires expertise in quantitative analysis, large datasets, and performance validation. Ideal candidates will have a degree in a quantitative field and over 3 years of experience in the trading industry, alongside strong programming skills in Python or C++. This position offers opportunities for driving strategies from research validation to production readiness.

Qualifications

• 3+ years of experience in quantitative trading or monetization research, preferably in equities.
• Strong experience with back testing frameworks and systematic performance evaluation.
• Deep understanding of market microstructure and transaction costs.

Responsibilities

• Research and evaluate new trading signals and strategy ideas.
• Design and run large-scale back tests to assess PnL, risk, capacity, and robustness.
• Optimize portfolio construction and risk controls across strategies.

Skills

Quantitative analysis

Large-scale data analysis

Performance validation

Python

C++

Education

Degree in a quantitative field

Tools

Back testing frameworks

Job description

Overview

IMC is hiring a Quantitative Trader to focus on monetization research and back testing for high- to mid-frequency delta-one equity strategies. This role emphasizes research depth, systematic evaluation, and capital efficiency, partnering closely with quant researchers and engineers to turn signals into scalable, profitable trading strategies.

Based in Sydney, this role is ideal for candidates who excel at research-driven trading problems, large-scale data analysis, and rigorous performance validation. For exceptional candidates from top global trading firms, Hong Kong location may be considered.

Core Responsibilities

• Research and evaluate new trading signals and strategy ideas with a focus on monetization potential
• Design and run large-scale back tests to assess PnL, risk, capacity, and robustness
• Analyse transaction costs, market impact, and execution assumptions within back testing frameworks
• Optimize portfolio construction, capital allocation, and risk controls across strategies
• Work with engineers to improve back testing infrastructure, data quality, and research tooling
• Partner with live traders to ensure research assumptions align with real-world execution behaviour
• Drive strategies from research validation through production readiness

Skills & Experience

• Degree in a quantitative field (Mathematics, Physics, Computer Science, Engineering, Economics, or similar)
• 3+ years of experience in quantitative trading or monetization research, preferably in equities
• Strong experience with back testing frameworks, large datasets, and systematic performance evaluation
• Deep understanding of market microstructure, transaction costs, and scalability constraints
• Strong programming skills (Python/C++ strongly preferred); ability to write clean, research-grade code
• Rigorous, detail-oriented mindset with strong statistical intuition
• Experience at leading systematic or proprietary trading firms is a strong plus

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.