About the role
IMC is looking for experienced quant researchers to develop high frequency delta one trading strategies and predictive models for the China Commodity Futures & Options market. 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 in China & global Commodity Futures, 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 alpha research for China Commodity Futures, with strong track record
- Strong foundation in probability and statistics, and significant practical experience with at least one mainstream ML approach
- Experience 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.
Skills & Tags
Aplyr's read
IMC Trading is a leading global market maker, known for its cutting-edge algorithmic trading strategies and dynamic, tech-driven workforce.
What's promising
- •IMC Trading is at the forefront of algorithmic trading, offering a fast-paced environment for tech-savvy professionals.
- •The company provides opportunities to work with complex financial instruments, appealing to those interested in financial markets.
- •IMC's global presence allows for diverse career paths and international collaboration.
What to watch
- •The high-pressure environment may not suit individuals seeking a traditional work-life balance.
- •Rapid industry changes require constant adaptation, which can be challenging.
- •Limited public information about work culture specifics may deter some applicants.
Why IMC Trading
- •IMC Trading emphasizes a tech-first approach, integrating advanced algorithms in market-making.
- •The firm hosts specialized events like coding meetups and networking, fostering community engagement.
- •IMC's focus on diverse asset classes offers broad exposure for traders and engineers.
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About IMC Trading
IMC Trading is a global market maker that specializes in algorithmic trading and liquidity provision across various asset classes, including equities, options, and futures.
