Machine Learning Researcher - Modeller

Role Overview

IMC Trading seeks skilled quantitative researchers to design and refine high to mid-frequency delta one trading strategies using machine learning for Asia-Pacific markets. The role involves conducting expansive data analysis to create statistically profitable predictions influencing market trading strategies, with a significant and visible impact across the firm. You will contribute to steering the future of research and tooling in this domain, leveraging IMC's distinct advantages in market access, global infrastructure, options expertise, and low latency execution.

Key Responsibilities

• Utilize advanced deep learning methods to enhance predictive accuracy in a trading environment.
• Work collaboratively with feature engineers and traders to optimize feature selection and utilization.
• Refine sampling methods, weighting schemes, costs, targets, hyperparameters, and network designs tailored to diverse datasets and problems.
• Drive innovation by staying updated with the latest academic and industry breakthroughs, addressing complex quantitative challenges.
• Mentor juniors by imparting knowledge clearly about intricate concepts.
• Apply expertise in distributed computing to efficiently align training approaches and hardware for large-scale datasets.

Skills and Qualifications

• University graduate or postgraduate degrees in machine learning, statistics, or STEM disciplines from leading institutions.
• Minimum of three years’ experience as a quantitative modeller specializing in high to mid-frequency delta one strategies, demonstrating a history of successful deep learning model development with proven production outperformance.
• Proficient programming skills in at least one language and experience with mainstream deep learning frameworks such as TensorFlow or PyTorch.
• Comprehensive knowledge of strengths and limitations of CNNs, RNNs, LSTMs, and Transformer architectures.

About IMC Trading

IMC is a global leader in trading, supported by a state-of-the-art research environment and robust technology infrastructure. Since 1989, IMC has provided essential market liquidity, serving as a reliable market participant. With offices worldwide, including the US, Europe, Asia Pacific, and India, IMC fosters a team-oriented, high-performing culture focused on continuous innovation, collaborative problem-solving, and impactful market presence.