Quant Researcher - HFT Commodities & Delta-One

IMC; Hong Kong; On-site; HKD 900,000 - 1,600,000; Full time

Job summary

IMC is seeking a Quantitative Researcher to develop high-frequency delta-one strategies and predictive models for China Commodity Futures & Options markets. You will perform large-scale data analysis to derive statistically profitable market predictions and collaborate with traders, software, and hardware teams to translate research into production.

The role emphasizes developing robust alpha signals, leveraging market microstructure insights, and deploying edge-aware ML techniques across global

Qualifications

• 3+ years of experience in high-frequency alpha research for China Commodity Futures.
• Strong foundation in probability and statistics.
• Experience with large, high-frequency trading datasets.

Responsibilities

• Combine creativity and experience to rapidly generate alpha signals.
• Refine understanding of market microstructure and order book dynamics.
• Apply statistical and machine learning techniques with focus on robustness.
• Collaborate with trading and engineering teams to productionize research.

Skills

High-frequency research

Probability & statistics

Machine learning

Python programming

Data analysis

Tools

Python

Job description

IMC is seeking a Quantitative Researcher to develop high-frequency delta-one strategies and predictive models for China Commodity Futures & Options markets. You will perform large-scale data analysis to derive statistically profitable market predictions and collaborate with traders, software, and hardware teams to translate research into production.

The role emphasizes developing robust alpha signals, leveraging market microstructure insights, and deploying edge-aware ML techniques across global