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Quantitative Researcher - HFT Commodity Futures at Imc
ImcHong Kong, Hong Kong; Sydney, Australia·2h ago
Mid LevelFull-timePythonMachine LearningML
Salary Range
$93,500 - $126,500 /year
This salary is estimated based on similar roles. The actual salary may vary.
About the Role
IMC is seeking experienced quant researchers to develop high-frequency delta one trading strategies and predictive models for the China Commodity Futures & Options market. This role involves leveraging machine learning to enhance trading strategies and collaborate with various teams to implement research findings.
Key Responsibilities
- →Combine creativity and experience to rapidly generate high-quality, testable alpha signals
- →Refine and leverage deep understanding of market microstructure and order book dynamics in China & global Commodity Futures to create powerful features
- →Apply statistical and machine learning techniques with strong discipline around robustness and overfitting
- →Collaborate closely with trading and engineering teams to translate research into production strategies
Requirements
- ✓3+ years of experience in high-frequency alpha research for China Commodity Futures, with a strong track record
- ✓Strong foundation in probability and statistics, and significant practical experience with at least one mainstream ML approach
- ✓Experience working with large, high-frequency trading datasets
- ✓Excellent programming skills in at least one language (Python preferred)
- ✓Practical mindset with a focus on deployable, real-world edge
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