Quantitative Researcher - Altas at IMC

Job Description

IMC acquired Altas Technologies in 2023, aiming to create an advanced trading stack. Altas Technologies builds automated systems for cryptocurrency markets and is expanding to global equity markets. The role is for a Quantitative Researcher to enhance prediction quality in delta 1 mid-frequency trading.

Responsibilities:

• Improve prediction quality in delta 1 mid-frequency (intraday) trading context.
• Work on alpha generation, feature modelling, portfolio optimization.
• Extract predictive signals from public feed and alternative data.
• Develop orthogonal alphas across multiple categories.
• Develop and improve sampling-, weighting-, cost-, target-, hyperparameters- and (network) architecture functions for model training.
• Develop ML/network architectures (MLP, CNN, GNN) for custom prediction problems in trading, including data representations.

Requirements:

• Advanced degree in Mathematics, Physics, Computer Science, Data Science, Engineering, Statistics, or a quantitative field.
• Experience as Researcher in (mid-frequency / intraday) D1 predictive modelling.
• Experience with ML approaches (XGB, (C/R)NN, LSTM, RF).
• Knowledge of probability, statistics, optimization, and mathematical modeling.
• Experience extracting predictive signals from public feed and alternative data.
• Numerical programming skills with Python.
• Detail-oriented with a structured approach.
• Commitment to clean code and continuous improvement.
• Sense of ownership and accountability.