High-Frequency Quant Researcher: Equities & Futures ML

Risk Hub; Hong Kong; Presencial; HKD 1.200.000 - 2.600.000; Jornada completa

Descripción de la vacante

IMC is seeking experienced quant researchers to develop high frequency delta one trading strategies and predictive models for APAC markets. You will model market behavior, collaborate with traders and engineers, and push ML-driven solutions from concept to production.

The role emphasizes rigorous validation, feature engineering, and leveraging market microstructure knowledge to gain edge across execution venues.

Formación

• 3+ years experience as a Quantitative Researcher or Trader in high-frequency equities or futures.
• Graduate or postgraduate study from a top university in machine learning, statistics, or STEM.
• Strong programming skills in at least one language (Python preferred).
• Significant practical experience with at least one mainstream ML approach and robust validation.

Responsabilidades

• Combine creativity and experience to rapidly generate high quality, testable ideas.
• Use a rigorous and structured process to ensure results are reliable and well tested.
• Refine market dynamics features using microstructure concepts for predictive power.
• Collaborate with traders, software and hardware teams to deploy models and improve results.

Conocimientos

Quantitative research

Python

Statistics

Machine Learning

Educación

Bachelor’s/Master’s/PhD in ML/Statistics/STEM

Descripción del empleo

IMC is seeking experienced quant researchers to develop high frequency delta one trading strategies and predictive models for APAC markets. You will model market behavior, collaborate with traders and engineers, and push ML-driven solutions from concept to production.

The role emphasizes rigorous validation, feature engineering, and leveraging market microstructure knowledge to gain edge across execution venues.