Quantitative Researcher - Modeller

Job Description

IMC is seeking a Quantitative Researcher - Modeller to join their team in Sydney. The role involves developing high to mid frequency delta one trading strategies and predictive models for the APAC markets. The successful candidate will contribute to pushing the boundaries of Machine Learning in trading and collaborating to enhance the firm's trading capabilities.

Responsibilities include:

• Leveraging deep learning techniques to improve prediction quality in a trading context
• Collaborating with feature engineers and traders to optimize feature sets
• Developing and improving sampling, weighting, and network architecture
• Keeping abreast of industry developments and mentoring junior colleagues
• Applying understanding of distributed computing to achieve strong results on large datasets

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