Quantitative Researcher - Commodities

IMC is looking for experienced quant researchers to develop high frequency delta one trading strategies and predictive models for the APAC markets. If you’re excited about helping to push the boundaries of what we can do with Machine Learning in trading, unlocking the significant edges we have in execution, and collaborating to become the best trading firm worldwide, this may be the role for you.

You will be responsible for performing large scale data analysis to derive statistically profitable predictions of market behaviour. These predictions are used to inform all of our trading, and improvements have a high and visible impact across the office. You will also help to shape the direction we take across research and tooling. We have longstanding and significant edges across market access, global reach, Options understanding and low latency. The rapid growth we’ve already seen in Machine Learning has unlocked these edges, and some of the most interesting and impactful problems are now being tackled.

You will work as part of an established and growing research team, collaborating closely with traders, software and hardware developers to find improvements to our models and see them impact our production results. IMC competes and wins as a team, with open idea sharing and collaboration across disciplines, desks and offices.

Your Core Responsibilities: 

• Combine creativity and experience to rapidly generate high quality, testable ideas, in global commodity markets.
• Use a rigorous and structured process to ensure your results are reliable and well tested.
• Develop strategies based on ideas and signals. Work closely with the team on production level.
• Develop and maintain data models, dashboards, research tools and other analytic platforms.
• Systematically monitor commodity data and information, including supply/demand trends, inventory levels, physical premium, shipping flows, policy changes, price/volume-related, and other market-moving factors.
• Leverage ideas and skills from related fields, including other asset classes, finance and investment academic, algorithmic research, public conferences and workshops etc.

Your Skills and Experience: 

• Bachelor’s or master’s degree in economics, Finance, Engineering, Data Science, Mathematics, CS, or a related quantitative field.
• Strong understanding of commodity markets and factors.
• 3+ years of experience in a commodities-focused QR role (buy-side, sell-side, or trading house).
• Strong programming skills in Python, with knowledge on database a benefit.
• Significant practical experience with at least one mainstream ML approach.
• Fluent in English and Chinese.

About Us

IMC is a global trading firm powered by a cutting-edge research environment and a world-class technology backbone. Since 1989, we’ve been a stabilizing force in financial markets, providing essential liquidity upon which market participants depend. Across our offices in the US, Europe, Asia Pacific, and India, our talented quant researchers, engineers, traders, and business operations professionals are united by our uniquely collaborative, high-performance culture, and our commitment to giving back. From entering dynamic new markets to embracing disruptive technologies, and from developing an innovative research environment to diversifying our trading strategies, we dare to continuously innovate and collaborate to succeed.