Quantitative Researcher – Futures

IMC is looking for experienced quantitative researchers to develop systematic futures trading strategies. Candidates will join a well-resourced effort combining IMC’s extensive options trading expertise with systematic strategies in the underlying futures market.

Requirements

• Advanced degree (MSc, PhD, or equivalent) in a quantitative or technical discipline
• Several years (5+ Years) of quantitative research experience, preferably in systematic trading, futures, HFT, or related high-frequency / high-throughput environments
• Demonstrable track record of generating predictive signals in futures / derivatives / systematic trading
• Excellent programming skills (e.g., Python, C++, or other relevant languages), and comfort working with large datasets and real-time data feeds
• Strong statistical background, with experience in statistical modeling, time-series analysis, machine learning / ML-based approaches, and understanding of overfitting risk
• Deep interest in market dynamics, high-frequency trading, and understanding of microstructure, order flow, and volatility — with an ability to translate that into actionable research
• Strong analytical thinking, problem-solving skills, and a practical “business orientation”: able to assess strategy viability, robustness, and real-world performance
• Excellent communication and collaboration skills — able to work effectively across teams (developers, traders, researchers)

Benefits

• paid leave
• insurance