Quantitative Researcher - Equities/ Futures

IMC Trading; Hong Kong; On-site; HKD 800,000 - 1,000,000; Full time

Job summary

A global trading firm is seeking an experienced Quantitative Researcher to develop high frequency trading strategies and predictive models for the APAC markets. The role involves performing large scale data analysis to derive statistically profitable predictions of market behavior, collaborating with traders and developers, and leveraging a strong grasp of market dynamics and microstructure. Candidates should have 3+ years of relevant experience, preferably in high frequency trading, along with strong programming skills in Python.

Qualifications

• 3+ years experience as a Quantitative Researcher or Trader.
• Proven experience in high frequency Equities or Futures.
• Strong programming skills in at least one language, preferably Python.

Responsibilities

• Develop high frequency delta one trading strategies.
• Perform large scale data analysis to derive market predictions.
• Collaborate to improve models and production results.

Skills

Quantitative Research

Machine Learning

Statistical analysis

Market dynamics understanding

Programming in Python

Education

Graduate/Postgraduate in machine learning, statistics, or STEM

Job description

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

• Combine creativity and experience to rapidly generate high quality, testable ideas
• Use a rigorous and structured process to ensure your results are reliable and well tested
• Refine and leverage a strong grasp of market dynamics and microstructure, to create powerful features
• Have a solid understanding of statistics, a variety of machine learning approaches, and the risks of overfitting

Your Skills And Experience:

• 3+ years experience as a Quantitative Researcher or Trader, with specific experience in high frequency Equities or Futures, and a proven track record
• Graduate & Postgraduate study from a top university, majoring in machine learning, statistics, or STEM subjects
• Strong programming skills in at least one language (python preferred)
• Significant practical experience with at least one mainstream ML approach

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.