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Quantitative Researcher – Futures

IMC TradingChicago, United States; New York, United States
On-site Full-time $250K/yr - $300K/yr

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Experience Level

Mid to Senior

Qualifications

Your Core Responsibilities:Engage in alpha/signal/feature research aimed at developing intraday futures trading strategies, from generating hypotheses to conducting thorough data analysis. Rapidly prototype, backtest, and assess new trading concepts using extensive high-frequency market data. Work collaboratively with developers, traders, and fellow researchers to establish a robust pipeline from research to production. Ensure validated ideas are scaled for full deployment. Continuously monitor and refine existing strategies, evaluating performance, risk, and edge decay, making iterative improvements to enhance profitability. Investigate and integrate new data sources, alternative datasets, and market microstructure signals to broaden the research toolkit. Play a key role in shaping the strategic direction of research initiatives, focusing on tooling, data infrastructure, and methodological enhancements. Your Skills & Experience:Advanced degree (MSc, PhD, or equivalent) in a quantitative or technical field such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering.5+ years of quantitative research experience, ideally within systematic trading, futures, high-frequency trading, or similar environments. Proven success in generating predictive signals in futures, derivatives, or systematic trading. Strong programming skills in languages such as Python or C++, with proficiency in handling large datasets and real-time data feeds. A solid statistical background, including experience in statistical modeling, time-series analysis, and machine learning approaches, with an awareness of overfitting risks.

About the job

Join IMC Trading, an innovative leader in the financial industry, as a Quantitative Researcher specializing in Futures. We are seeking skilled professionals to design and enhance systematic trading strategies in the futures market. You will leverage IMC's extensive expertise in options trading and combine it with cutting-edge systematic strategies. Your role will involve executing large-scale data analyses and employing advanced machine learning techniques to generate forecasts that facilitate superior trading execution in the futures markets.

As part of our expanding team, you will play a pivotal role in all areas of IMC's trading operations. Your contributions will extend beyond signal generation as you collaborate with developers to build and implement a comprehensive research framework that allows for the swift research, testing, and deployment of new ideas.

About IMC Trading

IMC Trading is at the forefront of innovation in the financial sector, specializing in trading and technology. We empower our teams with the tools and resources necessary to achieve excellence and drive market efficiency. Our collaborative environment fosters growth and encourages the exploration of new ideas to enhance our trading strategies.

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