Quantitative Researcher - Feature Engineering

Details of the offer

Job DescriptionIMC is looking for experienced quant researchers to develop high to mid frequency delta one trading strategies and predictive models for the APAC markets. If you're excited about helping to push the boundaries of what we can do with Machine Learning in trading, unlocking the significant edges we have in execution, and collaborating to become the best trading firm worldwide, this may be the role for you.You will be responsible for performing large scale data analysis to derive statistically profitable predictions of market behaviour. These predictions are used to inform all of our trading, and improvements have a high and visible impact across the office. You will also help to shape the direction we take across research and tooling.We have longstanding and significant edges across market access, global reach, Options understanding and low latency. The rapid growth we've already seen in Machine Learning has unlocked these edges, and some of the most interesting and impactful problems are now being tackled. You will work as part of an established and growing research team, collaborating closely with traders, software and hardware developers to find improvements to our models and see them impact our production results. IMC competes and wins as a team, with open idea sharing and collaboration across disciplines, desks and offices.Your Core 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).Your Skills and Experience: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.About UsIMC is a leading trading firm, known worldwide for our advanced, low-latency technology and world-class execution capabilities. Over the past 30 years, we've been a stabilizing force in the financial markets – providing the essential liquidity our counterparties depend on. Across offices in the US, Europe, and Asia Pacific, our talented employees are united by our entrepreneurial spirit, exceptional culture, and commitment to giving back.It's a strong foundation that allows us to grow and add new capabilities, year after year. From entering dynamic new markets, to developing a state-of-the-art research environment and diversifying our trading strategies, we dare to imagine what could be and work together to make it happen.
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Nominal Salary: To be agreed

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