About the role
<div class="WNDG WADG WPDG"> <p class="WAEG wd-cbe8aba3-6135-4d54-891f-3464876b29eb">IMC is looking for experienced quantitative researchers to develop high-frequency, low-latency equity trading strategies and predictive models.&nbsp; Candidates will join an effort of combining IMC’s extensive options expertise with signals in the underlying equity market.&nbsp; Candidates will be responsible for performing large scale data analysis to derive unique predictions of equity market behavior that will then be leveraged by IMC’s best-in-class technology to act on those predictions across both options and equities markets.&nbsp;</p> </div> <div id="56$309310-input" class="WBEG" data-automation-id="decorationWrapper"> <div class="WFHJ WGHJ"> <div id="56$309310-input--uid4078-input" class="WJP- WMP- WDS- WES- WIN- WLP- WIAB WKP-" data-automation-id="richTextEditor" data-no-h="true" data-metadata-id="56$309310" data-uxi-widget-editable="false" data-uxi-form-item-child-list-index="2"> <div class="GWTCKEditor-Disabled"> <p>Once on board, candidates will join a growing team that will be essential to all aspects of IMC’s trading.&nbsp; They will contribute not only to signal generation but also work w/ developers in design and implementation of a robust framework that allows for new ideas to be researched, tested, and put into production in a timely manner.&nbsp;</p> <p>&nbsp;</p> <p><strong>Your Core Responsibilities:&nbsp;</strong></p> <ul> <li>Understand the current suite of models and algorithms to make any short-term improvements while building a foundation to further leverage these models</li> <li>Find innovative ways to monetize existing algorithms through specific deep-dives and broad data analysis</li> <li>Rapidly research, test, and prototype new algorithmic ideas, preferably with Python</li> <li>Once validated, see through the high quality implementation of ideas to full-scale production trading</li> </ul> <p>&nbsp;</p> <p><strong>Your Skills and Experience:&nbsp;</strong></p> <ul> <li>3+ years experience as a quantitative researcher with specific experience in the equity option or equities space</li> <li>Experience with equity signal generation and predictive modelling. [required]</li> <li>Relevant tertiary qualifications (graduate or post graduate), with strong academic results, preference in mathematics, science, financial engineering or computer science</li> <li>Experience working on a market making system, preferably in a more automated environment [preferred]</li> </ul> <p><span style="color: rgb(221, 234, 255