About the job
As a Research Engineer at IMC Trading, you will be instrumental in developing advanced research platforms that support diverse asset classes and trading strategies. You will collaborate closely with quantitative traders and researchers to assess and implement innovative research ideas and methodologies across the organization. Your contributions will significantly enhance our trading strategies by accelerating experimentation cycles that promote ongoing innovation and improvement.
Your Core Responsibilities:
- Design and develop high-throughput, scalable research platforms with a strong emphasis on data interactions, machine learning (ML) pipelines, and backtesting.
- Contribute to the design and deployment of deep learning models in a production environment.
- Establish tools that facilitate extensive experimentation at scale, ensuring versatility across various asset classes, time horizons, and trading strategies.
- Work collaboratively with quantitative researchers and traders to explore and evaluate new research concepts, while developing scientific libraries to disseminate insights.
- Assess and implement third-party tools (e.g., MLflow, Neptune, Ray) and lead the enhancement of our research infrastructure.
- Develop efficient processes to ensure reproducibility in research efforts.
- Create scalable model frameworks that can manage high-volume trading data and provide real-time, high-accuracy predictions.
