Machine Learning Research Lead

IMC Trading; Chicago (IL); On-site; USD 250,000 - 300,000; Full time

Benefits offered by this job

Discretionary bonus

Paid leave

Insurance benefits

Job summary

A leading global trading firm is seeking a Machine Learning Research Lead to drive the development of machine learning models across trading areas. You will lead algorithm design while collaborating closely with traders and researchers. Ideal candidates will have a strong background in applied machine learning, programming proficiency, and prior experience in trading environments. This role offers a competitive salary range of $250,000 - $300,000, along with bonuses and comprehensive benefits.

Qualifications

• 4+ years of experience building applied ML models; previous experience in trading environment preferred.
• Proven expertise in developing and deploying predictive models in low-latency environments.
• Strong understanding of theoretical foundations of state-of-the-art ML models.

Responsibilities

• Lead the design, development, and deployment of machine learning models.
• Research, test, and prototype new algorithmic ideas.
• Collaborate with quantitative traders to translate market insights into features.

Skills

Applied machine learning

Problem-solving mindset

Collaboration

Education

PhD or Master’s in Engineering, Math, Statistics, Computer Science

Tools

Python

PyTorch

TensorFlow

Jax

Job description

IMC Trading is seeking a Machine Learning Research Lead with proven experience applying state-of-the-art machine learning to solve challenging trading problems. This role will drive the development of a centralized ML environment to be used across all areas of trading at IMC. The ideal candidate will have experience working with other researchers, traders, and engineers to build and continuously improve a research platform to drive innovation via ML. We firmly believe that success for research-driven efforts lies in bringing together skills in ML, statistics and trading intuition as well as a problem-solving mindset and pragmatism. This is an opportunity to dive deep into feature engineering and focus on applying a wide range of ML models as well as to perform research on building custom models.

Your Core Responsibilities

• Lead the design, development, and deployment of machine learning models to enhance trading performance across various asset classes
• Research, test and prototype new algorithmic ideas; deploy advanced ML techniques applicable to market prediction, signal generation, and portfolio optimization
• Collaborate with quantitative traders, researchers and developers to translate market insights into data-driven features and models
• Oversee data acquisition, preprocessing, and feature engineering for structured and unstructured data sources
• Mentor junior researchers and contribute to a culture of research excellence and experimentation
• Drive strategic decisions on model architecture, experimentation pipelines, and infrastructure for scalable research

Your Skills And Experience

• PhD or Master’s in Engineering, Math, Statistics, Computer Science, or related quantitative field
• 4+ years of experience building applied ML models; previous experience in trading environment preferred
• Proven expertise in developing and deploying predictive models in low-latency environments
• Strong programming skills in Python; proficiency in ML libraries such as PyTorch, TensorFlow, and/or high-performance libraries like Jax
• Strong understanding of theoretical foundations of state-of-the-art ML models
• Prior people management experience preferredAbility and desire to work in a collaborative team environment
• Excellent written and verbal communication skills

The Base Salary range for the role is included below. Base salary is only one component of total compensation; all full-time, permanent positions are eligible for a discretionary bonus and benefits, including paid leave and insurance. Please visit Benefits - US | IMC Trading for more comprehensive information.

Salary Range: $250,000 - $300,000 USD

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.