Quant Researcher - High-Frequency ML for APAC Markets

IMC Trading; Hong Kong; On-site; HKD 900,000 - 1,400,000; Full time

Job summary

IMC Trading in Hong Kong seeks experienced quant researchers to build high frequency delta one strategies and predictive models for APAC markets. You will perform large-scale data analysis to derive statistically profitable signals used across trading, and contribute to the research direction and tooling.

You will collaborate with traders and engineers to translate research into production strategies, focusing on robust ML methods, market microstructure insights, and deployable edge in

Qualifications

• 3+ years of experience in high-frequency equities or futures alpha research.
• Strong foundation in probability and statistics, with practical ML experience.
• Experience working with large, high-frequency trading datasets.
• Excellent programming skills in Python or similar languages.

Responsibilities

• Combine creativity and experience to rapidly generate high quality, testable alpha signals.
• Refine understanding of market microstructure and order book dynamics to create powerful features.
• Apply statistical and machine learning techniques with emphasis on robustness and avoiding overfitting.
• Collaborate with trading and engineering teams to translate research into production strategies.

Skills

Quant research

ML fundamentals

Data analysis

Collaboration

Tools

Python

Pandas

Scikit-learn

Job description

IMC Trading in Hong Kong seeks experienced quant researchers to build high frequency delta one strategies and predictive models for APAC markets. You will perform large-scale data analysis to derive statistically profitable signals used across trading, and contribute to the research direction and tooling.

You will collaborate with traders and engineers to translate research into production strategies, focusing on robust ML methods, market microstructure insights, and deployable edge in