Role at a glance
- Salary
- Not Disclosed
- Location
- Hong Kong Sydney, Australia
- Work arrangement
- On-site
- Employment
- Full-time
- Experience
- 3+ years of experience in high-frequency alpha research for China Commodity Futures, with 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
Spotted an issue?
We’ll check it against the original posting.
Role Summary
Develop high-frequency delta-one trading strategies and predictive models for the China Commodity Futures and Options market. The role uses large-scale data analysis and research methods to generate predictions and improve production trading strategies, working closely with trading and engineering teams.
What You'll Do
- Generate high-quality, testable alpha signals.
- Use understanding of market microstructure and order book dynamics in China and global Commodity Futures to create features.
- Apply statistical and machine learning techniques with attention to robustness and overfitting.
- Collaborate with trading and engineering teams to translate research into production strategies.
Generated from the employer's posting. Verify important details before applying.
View full postingQualifications
3+ years of experience in high-frequency alpha research for China Commodity Futures, with a strong track record; a strong foundation in probability and statistics; 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; and a practical mindset focused on deployable, real-world edge.
Required
- 3+ years of experience in high-frequency alpha research for China Commodity Futures, with strong track record
- Strong foundation in probability and statistics
- 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
- Practical mindset with a focus on deployable, real-world edge
Preferred
- Python
Original job description
Content provided by the employer
Original job description
Content provided by the employer
IMC is looking for experienced quant researchers to develop high frequency delta one trading strategies and predictive models for the China Commodity Futures & Options market. If you’re excited about helping to push the boundaries of what we can do with Machine Learning in trading, unlocking the significant edges we have in execution, and collaborating to become the best trading firm worldwide, this may be the role for you.
You will be responsible for performing large scale data analysis to derive statistically profitable predictions of market behaviour. These predictions are used to inform all of our trading, and improvements have a high and visible impact across the office. You will also help to shape the direction we take across research and tooling. We have longstanding and significant edges across market access, global reach, Options understanding and low latency. The rapid growth we’ve already seen in Machine Learning has unlocked these edges, and some of the most interesting and impactful problems are now being tackled.
You will work as part of an established and growing research team, collaborating closely with traders, software and hardware developers to find improvements to our models and see them impact our production results. IMC competes and wins as a team, with open idea sharing and collaboration across disciplines, desks and offices.
Your Core 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
Your Skills and Experience:
- 3+ years of experience in high-frequency alpha research for China Commodity Futures, with 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
About Us
IMC is a research-driven trading firm where quantitative modeling, machine learning, and engineering shape how modern markets are traded. A stabilizing force in markets since 1989, we provide liquidity across trading venues, delivering the best outcome in value and risk management to investors. Using our own technology and capital, we build proprietary systems and algorithms that operate across global markets. Our researchers, traders, and engineers work as a collective, combining rapid experimentation, advanced infrastructure, and real-time feedback to turn insight into execution and execution into advantage.
About the company
IMC Trading
Large Enterprise
IMC Trading is a global proprietary trading firm that leverages technology and quantitative research to optimize trading strategies across a variety of asset classes, including equities, commodities, and derivatives. Founded in 1989 and headquartered in Amsterdam, IMC operates with a commitment to innovation and collaboration, fostering an environment where talented professionals can thrive. The firm is dedicated to responsible trading practices and actively engages in market-making to ensure liquidity and efficiency in financial markets worldwide. With a focus on continuous improvement and data-driven decision-making, IMC Trading is a leader in the fast-paced world of trading and investment.