Quantitative Researcher - HFT

IMC Trading; Hong Kong; On-site; HKD 900,000 - 1,300,000; Full time

Job summary

A global trading firm is seeking an experienced Quant Researcher to develop high-frequency trading strategies in Hong Kong. The role involves large scale data analysis to inform trading decisions, working closely with traders and engineers. Candidates should have over 3 years of relevant experience and a strong foundation in statistics and machine learning, along with programming skills in Python. The firm prides itself on collaboration and a commitment to innovation.

Qualifications

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

Responsibilities

• Generate high quality, testable alpha signals.
• Refine understanding of market microstructure and order book dynamics.
• Apply statistical and machine learning techniques.
• Collaborate with trading and engineering teams to translate research into strategies.

Skills

High-frequency trading research

Machine learning techniques

Statistical analysis

Programming in Python

Tools

Python

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 behaviour. 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 alpha signals
• Refine and leverage deep understanding of market microstructure and order book dynamics, to create powerful features
• Apply statistical and machine learning techniques with strong discipline around robustness and overfitting
• Collaborate closely with trading and engineering teams to translate research into production strategies

Your Skills And Experience

• 3+ years of experience in high-frequency equities or futures alpha research, ideally with prior track record in at least one of the Asia markets
• Strong foundation in probability and statistics, and significant practical experience with at least one mainstream ML approachExperience working with large, high-frequency trading datasets
• Excellent programming skills in at least one language (Python preferred)
• Practical mindset with a focus on deployable, real-world edge

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.