IMC is hiring a Quant Trader for its Equities desk to drive the monetisation of high to mid-frequency delta-one trading strategies within APAC markets. You will develop and execute profitable systematic trading strategies that deliver measurable results, working within a uniquely collaborative, high-performance culture.
What You'll Do
- Develop and deploy high to mid-frequency systematic trading strategies, with a focus on APAC equities markets.
- Identify and exploit inefficiencies in financial markets, optimizing trade selection and minimizing market impact.
- Design and implement execution algorithms that account for market microstructure and dynamic liquidity conditions.
- Manage and optimize risk exposures in line with the firm's risk tolerance and trading objectives.
What We're Looking For
- Degree in a quantitative field such as Mathematics, Physics, Computer Science, Engineering, or Economics.
- 4+ years experience in quantitative trading with specific experience in the high to mid-frequency delta-one space, ideally within APAC markets.
- Strong programming skills in at least one language (Python strongly preferred).
- Strong understanding of financial markets, market microstructure, and trading systems.
- Experience in modelling market impact, with a deep understanding of order book dynamics, and liquidity provision.
- Experience building predictive models for order placement, timing, and sizing to reduce adverse selection and slippage.
- Strong data analysis skills, including working with large-scale financial datasets and tick-level data.
- Excellent problem-solving skills, with the ability to thrive under pressure and adapt to changing market conditions.
Technical Stack
- Python
Team & Environment
You will collaborate closely with quant researchers, software engineers, and hardware engineers. The culture is uniquely collaborative, emphasizing open idea sharing and collaboration across disciplines, desks and offices, and includes a commitment to giving back.
