Quantitative Trader - Equities

IMC is seeking experienced Quantitative Traders to drive the monetisation of high to midfrequency deltaone trading strategies within the APAC markets. In this role you will harness your expertise to develop and execute profitable systematic trading strategies that deliver measurable results.

Joining our dynamic and growing research and trading team youll collaborate closely with quant researchers software engineers and hardware engineers to uncover opportunities optimize performance and enhance our production outcomes.

IMC competes and wins as a team with open idea sharing and collaboration across disciplines desks and offices.

Your Core Responsibilities:

• Develop and deploy high to midfrequency 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 algorithms that account for market microstructure and dynamic liquidity conditions
• Manage and optimize risk exposures in line with the firms risk tolerance and trading objectives.

Your Skills and Experience:

• Degree in a quantitative field such as Mathematics Physics Computer Science Engineering or Economics.
• 3 years experience in quantitative trading with specific experience in the high to midfrequency deltaone 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 largescale financial datasets and ticklevel data.
• Excellent problemsolving skills with the ability to thrive under pressure and adapt to changing market conditions.