Machine Learning Researcher
IMC Trading is seeking a Machine Learning Researcher to join its central ML research team, collaborating across various trading teams to apply advanced machine learning and deep learning techniques to complex trading challenges. This role offers the opportunity to engage deeply in feature engineering and alpha research, focusing on the development and refinement of diverse ML models.
Key responsibilities include designing and deploying machine learning models to enhance trading performance across multiple asset classes, researching and prototyping new algorithmic ideas, and implementing advanced ML techniques for market prediction, signal generation, and portfolio optimization. The role also involves collaborating with quantitative traders, researchers, and developers to translate market insights into data-driven features and models, as well as managing 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, along with a minimum of two years' experience in building applied ML models, preferably within a trading environment. Essential skills include proven expertise in developing and deploying predictive models, strong programming abilities in Python, proficiency with ML libraries such as PyTorch, TensorFlow, and Jax, and a solid understanding of the theoretical foundations of state-of-the-art ML models. A strong publication track record at conferences like ICML, ICLR, or NeurIPS is also desirable.
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 comprehensive benefits, including paid leave and insurance.
IMC is a global trading firm that combines a cutting-edge research environment with a world-class technology infrastructure. Since 1989, the company has been a stabilizing force in financial markets, providing essential liquidity upon which market participants depend. With offices across the US, Europe, Asia Pacific, and India, IMC fosters a collaborative, high-performance culture and is committed to continuous innovation and giving back to the community.