Quantitative Trader - Equities

IMC is looking for a Quantitative Trader to monetize delta-one trading strategies within the APAC markets. The Quantitative Trader will develop and execute systematic trading strategies and collaborate with researchers and engineers.

Responsibilities:

• Develop and deploy high to mid-frequency systematic trading strategies, with a focus on APAC equities markets.
• Identify and exploit inefficiencies in financial markets, optimizing trade selection and minimizing market impact.
• Design and implement execution algorithms that account for market microstructure and dynamic liquidity conditions
• Manage and optimize risk exposures in line with the firm's risk tolerance and trading objectives.

Requirements:

• Degree in a quantitative field.
• 3+ years experience in quantitative trading in the high to mid-frequency delta-one space.
• Strong programming skills in at least one language (python strongly preferred).
• Strong understanding of financial markets, market microstructure, and trading systems.
• Experience in modelling market impact, with a deep understanding of order book dynamics, and liquidity provision
• Experience building predictive models for order placement, timing, and sizing to reduce adverse selection and slippage.
• Strong data analysis skills, including working with large-scale financial datasets and tick-level data.
• Excellent problem-solving skills, with the ability to thrive under pressure and adapt to changing market conditions.