Quantitative Researcher - Equities

IMC is seeking experienced quantitative researchers to develop high- to mid-frequency delta one trading strategies and predictive models for equities markets. This role involves leveraging machine learning techniques to enhance trading performance and collaborating within a globally integrated team to drive innovation in trading strategies.

Key responsibilities include conducting large-scale data analysis to generate statistically robust predictions of market behavior, collaborating closely with traders and developers to enhance models, and contributing to the strategic direction of research initiatives. The role also involves applying a disciplined approach to ensure results are thoroughly validated and building a deep understanding of market dynamics to implement improvements.

Candidates should possess graduate and postgraduate degrees from leading universities in machine learning, statistics, or STEM-related fields. A minimum of three years' experience as a quantitative researcher in high- to mid-frequency delta one trading, preferably within equities markets, is required. Strong programming skills, particularly in Python, and a solid understanding of statistics and machine learning approaches are essential.

IMC offers a competitive compensation package, including a base salary range of $175,000 to $275,000 USD, along with discretionary bonuses and comprehensive benefits such as paid leave and insurance. The firm provides a collaborative and high-performance culture, emphasizing continuous innovation and professional growth opportunities.