Quantitative Researcher - Modeller

Job Description

IMC is seeking a Quantitative Researcher - Modeller to join their team in Sydney. The ideal candidate will be responsible for developing high to mid frequency delta one trading strategies and predictive models for the APAC markets. This role involves performing large-scale data analysis to derive statistically profitable predictions of market behavior, which will directly impact trading strategies. The candidate will also contribute to shaping the direction of research and tooling within the company.

IMC offers a collaborative environment where the researcher will work closely with traders, software, and hardware developers to improve models and production results. The company values open idea sharing and teamwork across disciplines and offices.

Responsibilities:

• Leverage deep learning techniques to improve prediction quality in a trading context.
• Collaborate with feature engineers and traders to maximize the effectiveness of the feature set.
• Develop and improve sampling, weighting, cost, target, hyperparameters, and network architecture.
• Stay updated with the latest industry and academic developments to push the team forward.
• Mentor junior colleagues and explain complex concepts clearly.
• Apply understanding of distributed computing to align training hardware and approach.

Requirements:

• Graduate & Postgraduate study from top universities, majoring in machine learning, statistics, or STEM subjects
• 3+ years experience as a quantitative modeller, with specific experience in the high to mid frequency delta one space.
• Proven track record of developing and improving deep learning models with proven outperformance in production
• Strong programming experience in at least one language, and mainstream deep learning framework (TensorFlow, PyTorch or other)
• Deep understanding of the strengths & weaknesses of CNN, RNN, LSTM and transformers

IMC offers:

• Collaborative, high-performance culture