Quantitative Researcher - Equities/ Futures

IMC Trading; Hong Kong; In loco; HKD 1.200.000 - 2.600.000; Tempo pieno

Descrizione del lavoro

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.

Competenze

• 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.

Mansioni

• 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.

Conoscenze

Quantitative research

Python

Statistics

Machine Learning

Formazione

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

Descrizione del lavoro

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 research-driven trading firm where quantitative modeling, machine learning, and engineering shape how modern markets are traded. A stabilizing force in markets since 1989, we provide liquidity across trading venues, delivering the best outcome in value and risk management to investors. Using our own technology and capital, we build proprietary systems and algorithms that operate across global markets. Our researchers, traders, and engineers work as a collective, combining rapid experimentation, advanced infrastructure, and real-time feedback to turn insight into execution and execution into advantage.