Quantitative Researcher - Feature Engineering
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IMC 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 Us
IMC is a global trading firm powered by a cutting-edge research environment and a world-class technology backbone.
Since ****, we've been a stabilizing force in financial markets, providing essential liquidity upon which market participants depend.
Across our offices in the US, Europe, Asia Pacific, and India, our talented quant researchers, engineers, traders, and business operations professionals are united by our uniquely collaborative, high-performance culture, and our commitment to giving back.
From entering dynamic new markets to embracing disruptive technologies, and from developing an innovative research environment to diversifying our trading strategies, we dare to continuously innovate and collaborate to succeed.
Job Details
Location: Sydney, New South Wales, Australia
Seniority level: Mid-Senior level
Employment type: Full-time
Job function: Finance and Sales
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