Machine Learning Researcher Lead

IMC Trading; Chicago (IL); On-site; USD 200,000 - 275,000; Full time

Job summary

A trading technology firm in Chicago is seeking a Machine Learning Research Lead to develop a centralized ML environment. This role involves leading the design and deployment of ML models to enhance trading performance, collaborating with quantitative teams, and driving innovation through machine learning. The ideal candidate holds a PhD or Master’s in a quantitative field and has extensive experience in applied ML and low-latency environments. Full-time position with a competitive salary range of $200,000–$275,000 annually.

Qualifications

• 4+ years of experience building applied ML models, preferably in a trading environment.
• 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 to enhance trading performance.
• Research, test and prototype new algorithmic ideas for market prediction.
• Collaborate to translate market insights into data-driven features.

Skills

Machine Learning

Data Analysis

Python

Collaboration

Creative Problem Solving

Education

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

Tools

PyTorch

TensorFlow

Jax

Job description

Overview

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.

Base pay range

$200,000.00/yr - $275,000.00/yr

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
• Creative thinking skills and drive to solve challenging problems
• Ability and desire to work in a collaborative team environment
• Excellent written and verbal communication skills

Seniority level

• Mid-Senior level

Employment type

• Full-time

Job function

• Research