Quantitative Researcher

Responsibilities

• Conduct alpha, signal, and feature research for intraday futures trading strategies
• Prototype, backtest, and evaluate new trading ideas using large-scale high-frequency market data
• Collaborate with developers and traders to design and implement research-to-production pipelines
• Monitor and refine existing strategies by evaluating performance, risk, and edge decay
• Explore and integrate new data sources and market microstructure signals
• Contribute to the strategic direction of research initiatives, tooling, and data infrastructure

Requirements

• Advanced degree (MSc, PhD, or equivalent) in a quantitative or technical discipline
• 5+ years of quantitative research experience in systematic trading, futures, or HFT
• Proven track record of generating predictive signals in futures or derivatives
• Excellent programming skills in Python, C++, or similar languages
• Strong statistical background in modeling, time-series analysis, and machine learning
• Deep understanding of market microstructure, order flow, and volatility
• Strong analytical thinking and problem-solving skills

About the Company

IMC is a global trading firm powered by a cutting-edge research environment and a world-class technology backbone. Since 1989, they have provided essential liquidity across the US, Europe, Asia Pacific, and India.