Quantitative Researcher – Futures

Trading Interview; New York (NY); On-site; USD 250,000 - 300,000; Full time

Benefits offered by this job

Discretionary bonus

Paid leave

Insurance

Job summary

IMC Trading is seeking experienced quantitative researchers to develop systematic futures trading strategies. You will join a well-resourced team combining IMC’s options trading expertise with systematic futures research to generate forecasts and execute trades.

You will contribute to signal generation and work with developers to design a robust research-to-production framework, ensuring timely deployment of ideas and ongoing improvement of performance.

Qualifications

• Advanced degree in Mathematics, Statistics, Physics, CS or Financial Engineering.
• 5+ years of quantitative research experience in systematic trading or related high-frequency environments.
• Proven ability to generate predictive signals in futures/derivatives.
• Strong programming skills in Python/C++ and handling large datasets.
• Solid background in statistics, time-series, ML methods, and overfitting risk.

Responsibilities

• Conduct alpha/signal/feature research for intraday futures trading strategies.
• Prototype, backtest, and evaluate ideas using large-scale market data.
• Collaborate with developers, traders, researchers to deploy research to production.
• Monitor and refine strategies, assess performance, risk, and edge decay.
• Explore new data sources and improve tooling, data infrastructure, and methodology.

Skills

Python

C++

Statistics

Time-series analysis

Machine learning

Data analysis

Real-time data

Communication

Collaboration

Problem solving

Education

MSc/PhD in quantitative/technical field

Job description

Chicago, United States; New York, United States

Job Type Full-time

Posted December 2025

The role

Job description

IMC is looking for experienced quantitative researchers to develop systematic futures trading strategies. Candidates will join a well-resourced effort combining IMC’s extensive options trading expertise with systematic strategies in the underlying futures market. Candidates will be responsible for performing large scale data analysis, utilizing modern machine learning techniques to derive forecasts that will be combined with IMC’s best-in-class technology platform for execution in futures markets.

Once on board, candidates will join a growing team that will be essential to all aspects of IMC’s trading. They will contribute not only to signal generation but also work w/ developers in design and implementation of a robust research framework that allows for new ideas to be researched, tested, and put into production in a timely manner.

Your Core Responsibilities:

• Conduct alpha / signal / feature research targeted at intraday futures trading strategies — from hypothesis generation through rigorous data analysis.
• Quickly prototype, backtest, and evaluate new trading ideas, using large-scale and high-frequency market data.
• Collaborate with developers, traders, and fellow researchers to design and implement a robust research-to-production pipeline. Once validated, see ideas through to full-scale deployment.
• Monitor and refine existing strategies, continuously evaluating performance, risk, and edge decay — and iterating to maintain or improve profitability.
• Explore and integrate new data sources, alternative data sets, and market microstructure signals to expand the research toolbox.
• Contribute to defining the strategic direction of research initiatives, including tooling, data infrastructure, and methodology improvements.

Your Skills & Experience

• Advanced degree (MSc, PhD, or equivalent) in a quantitative or technical discipline (Mathematics, Statistics, Physics, Computer Science, Financial Engineering, or similar).
• Several years (5+ Years) of quantitative research experience, preferably in systematic trading, futures, HFT, or related high-frequency / high-throughput environments.
• Demonstrable track record of generating predictive signals in futures / derivatives / systematic trading.
• Excellent programming skills (e.g., Python, C++, or other relevant languages), and comfort working with large datasets and real-time data feeds.
• Strong statistical background, with experience in statistical modeling, time-series analysis, machine learning / ML-based approaches, and understanding of overfitting risk.
• Deep interest in market dynamics, high-frequency trading, and understanding of microstructure, order flow, and volatility — with an ability to translate that into actionable research.
• Strong analytical thinking, problem-solving skills, and a practical “business orientation”: able to assess strategy viability, robustness, and real-world performance.
• Excellent communication and collaboration skills — able to work effectively across teams (developers, traders, researchers).

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.

For three decades IMC has provided liquidity to the financial markets globally. Specialised in algorithmic trading and advanced technology, we set the pace for the evolution of market making. Cutting-edge…