Machine Learning Research Lead

IMC Trading is seeking a Machine Learning Research Lead to spearhead the development of a centralized machine learning environment applicable across all trading areas. This role involves close collaboration with researchers, traders, and engineers to enhance the firm's research platform and drive innovation through machine learning applications.

Key responsibilities include leading the design, development, and deployment of machine learning models to improve trading performance across various asset classes. The role also entails researching, testing, and prototyping new algorithmic ideas, applying advanced machine learning techniques to market prediction, signal generation, and portfolio optimization. Additionally, the position requires overseeing data acquisition, preprocessing, and feature engineering for both structured and unstructured data sources.

Candidates should possess a PhD or Master's degree in Engineering, Mathematics, Statistics, Computer Science, or a related quantitative field. A minimum of four years of experience in building applied machine learning models is required, with a preference for experience in trading environments. Proficiency in Python and machine learning libraries such as PyTorch, TensorFlow, or Jax is essential, along with a strong understanding of the theoretical foundations of state-of-the-art machine learning models. Prior experience in people management is preferred.

The base salary for this position ranges from $250,000 to $300,000 USD. In addition to the base salary, full-time, permanent positions are eligible for a discretionary bonus and benefits, including paid leave and insurance.