Quantitative Researcher – Futures

4 дн. назад

USASenior

machine learningdata analysisbacktestingsignal generation

Develop and implement systematic futures trading strategies using data analysis and machine learning techniques.

О компании

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. Across our offices in the US, Europe, Asia Pacific, and India, our talented quant researchers, engineers, traders, and business operations professionals are united by our uniquely collaborative, high-performance culture, and our commitment to giving back. From entering dynamic new markets to embracing disruptive technologies, and from developing an innovative research environment to diversifying our trading strategies, we dare to continuously innovate and collaborate to succeed.

Обязанности

Conduct alpha / signal / feature research targeted at intraday futures trading strategies — from hypothesis generation through rigorous data analysis.
Quickly prototype, backtest, and evaluate new trading ideas, using large-scale and high-frequency market data.
Collaborate with developers, traders, and fellow researchers to design and implement a robust research-to-production pipeline. Once validated, see ideas through to full-scale deployment.
Monitor and refine existing strategies, continuously evaluating performance, risk, and edge decay — and iterating to maintain or improve profitability.
Explore and integrate new data sources, alternative data sets, and market microstructure signals to expand the research toolbox.
Contribute to defining the strategic direction of research initiatives, including tooling, data infrastructure, and methodology improvements.

Другое

IMC is looking for experienced quantitative researchers to develop systematic futures trading strategies. Candidates will join a well-resourced effort combining IMC’s extensive options trading expertise with systematic strategies in the underlying futures market. Candidates will be responsible for performing large scale data analysis, utilizing modern machine learning techniques to derive forecasts that will be combined with IMC’s best-in-class technology platform for execution in futures markets.
Once on board, candidates will join a growing team that will be essential to all aspects of IMC’s trading.  They will contribute not only to signal generation but also work w/ developers in design and implementation of a robust research framework that allows for new ideas to be researched, tested, and put into production in a timely manner. 
Advanced degree (MSc, PhD, or equivalent) in a quantitative or technical discipline (Mathematics, Statistics, Physics, Computer Science, Financial Engineering, or similar).
Several years (5+ Years) of quantitative research experience, preferably in systematic trading, futures, HFT, or related high-frequency / high-throughput environments.
Demonstrable track record of generating predictive signals in futures / derivatives / systematic trading.
Excellent programming skills (e.g., Python, C++, or other relevant languages), and comfort working with large datasets and real-time data feeds.
Strong statistical background, with experience in statistical modeling, time-series analysis, machine learning / ML-based approaches, and understanding of overfitting risk.
Deep interest in market dynamics, high-frequency trading, and understanding of microstructure, order flow, and volatility — with an ability to translate that into actionable research.
Strong analytical thinking, problem-solving skills, and a practical “business orientation”: able to assess strategy viability, robustness, and real-world performance.
Excellent communication and collaboration skills — able to work effectively across teams (developers, traders, researchers).
 
The Base Salary range for the role is included below. Base salary is only one component of total compensation; all full-time, permanent positions are eligible for a discretionary bonus and benefits, including paid leave and insurance. Please visit Benefits - US | IMC Trading for more comprehensive information.