Quantitative Researcher - Feature Engineering

IMC is seeking a skilled Quantitative Researcher to join its team in Sydney, Australia. The successful 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, contributing to trading improvements with high visibility across the company.IMC offers significant edges in market access, global reach, Options understanding, and low latency, enhanced by rapid growth in Machine Learning.Responsibilities:

• Rapidly generate high-quality, testable ideas through creativity and experience.
• Employ a rigorous and structured process to ensure reliable and well-tested results.
• Develop a strong understanding of market dynamics and improvement areas, collaborating with operational traders.
• Have a solid understanding of statistics, a variety of machine learning approaches, and the risks of overfitting.
• Extract 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.
• 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