Quantitative Trader

Responsibilities

• Develop and deploy high to mid-frequency systematic trading strategies, with a focus on APAC equities markets
• Identify and exploit inefficiencies in financial markets, optimizing trade selection and minimizing market impact
• Design and implement execution algorithms that account for market microstructure and dynamic liquidity conditions
• Manage and optimize risk exposures in line with the firm's risk tolerance and trading objectives

Requirements

• Degree in a quantitative field such as Mathematics, Physics, Computer Science, Engineering, or Economics
• 4+ years experience in quantitative trading with specific experience in the high to mid-frequency delta-one space, ideally within APAC markets
• Strong programming skills in at least one language (Python strongly preferred)
• Strong understanding of financial markets, market microstructure, and trading systems
• Experience in modelling market impact, with a deep understanding of order book dynamics, and liquidity provision
• Experience building predictive models for order placement, timing, and sizing to reduce adverse selection and slippage
• Strong data analysis skills, including working with large-scale financial datasets and tick-level data
• Excellent problem-solving skills with the ability to thrive under pressure

About the Company

IMC is a global trading firm powered by a cutting-edge research environment and a world-class technology backbone. Since 1989, we’ve been a stabilizing force in financial markets, providing essential liquidity upon which market participants depend.