Quantitative Researcher - Equities/ Futures

IMC Trading

Hong Kong, Hong Kong
On-site
High frequency delta one trading strategies
Predictive models for apac markets
Large scale data analysis
IMC is looking for experienced quant researchers to develop high frequency delta one trading strategies and predictive models for the APAC markets

Job Summary

  • IMC is looking for experienced quant researchers to develop high frequency delta one trading strategies and predictive models for the APAC markets.
  • You will be responsible for performing large scale data analysis to derive statistically profitable predictions of market behavior.
  • 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.

Matching Summary

IMC is looking for experienced quant researchers to develop high frequency delta one trading strategies and predictive models for the APAC markets.

Skills & Requirements

Must-have

  • high frequency delta one trading strategies
  • predictive models for APAC markets
  • large scale data analysis
  • market dynamics and microstructure
  • rigorous and structured process
  • machine learning approaches

Nice-to-have

  • pushing boundaries of Machine Learning
  • unlocking significant execution edges
  • collaborative high-performance culture
  • open idea sharing across disciplines

Key Requirements

  • 3+ years experience as Quantitative Researcher or Trader
  • specific experience in high frequency Equities or Futures
  • Graduate & Postgraduate study from top university
  • strong programming skills in at least one language
  • significant practical experience with at least one mainstream ML approach

Work Rights

Not specified

Tailored Resume

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