Quantitative Researcher - Feature Engineering

Job Description

IMC is seeking a Quantitative Researcher to contribute to the development of high to mid frequency delta one trading strategies and predictive models for the APAC markets. The role involves performing large-scale data analysis to derive statistically profitable predictions of market behavior, which will inform trading decisions and have a visible impact across the office. The candidate will also help shape the direction of research and tooling within the company.

IMC offers significant edges across market access, global reach, options understanding, and low latency. The company fosters a collaborative environment where team members share ideas and work together across disciplines, desks, and offices.

Responsibilities:

• Combine creativity and experience to rapidly generate high quality, testable ideas
• Use a rigorous and structured process to ensure your results are reliable and well tested
• Develop a strong grasp of the market dynamics and areas of improvement, collaborating effectively with the operational traders
• Have a solid understanding of statistics, a variety of machine learning approaches, and the risks of overfitting
• Have practical experience extracting value from a range of sources (both public feed and alternative data)

Requirements:

• Graduate & Postgraduate study from top universities, majoring in machine learning, statistics, or STEM subjects
• 3+ years experience as a Quantitative Researcher, with specific experience in the high to mid frequency delta one space.
• Have a proven track record of developing value-adding and orthogonal features across multiple families
• Strong programming skills in at least one language (python preferred)
• Significant practical experience with at least one mainstream ML approach