IMC Trading is seeking to enhance trading performance across various asset classes by applying state-of-the-art machine learning.
Requirements
- Proven expertise in developing and deploying predictive models in high-frequency or low-latency environments
- Strong programming skills in Python; proficiency in ML libraries such as PyTorch, TensorFlow, and/or high-performance libraries like Jax
- Experience working with financial data, alpha generation, market microstructure, and/or alternative datasets
- Strong understanding of theoretical foundations of ML algorithms
- Deep understanding of time series modeling, signal processing, and model evaluation
- Experience with machine learning models to enhance trading performance across various asset classes
- Experience with data acquisition, preprocessing, and feature engineering for structured and unstructured data sources
Responsibilities
- Lead the design, development, and deployment of machine learning models to enhance trading performance across various asset classes
- Research, test and prototype new algorithmic ideas; deploy advanced ML techniques applicable to market prediction, signal generation, and portfolio optimization
- Oversee data acquisition, preprocessing, and feature engineering for structured and unstructured data sources
- Ensure robust backtesting, validation, and model interpretability practices
- Drive strategic decisions on model architecture, experimentation pipelines, and infrastructure for scalable research
- Play critical role in implementing new trading ideas into production
- Combine knowledge of systems, mathematical techniques and trading to identify system improvements
Other
- PhD or Master’s in Engineering, Math, Statistics, Computer Science, or related quantitative field
- 4+ years of experience building applied ML models; previous experience in trading environment preferred
- Prior people management experience preferred
- Creative thinking skills and drive to solve challenging problems
- Ability and desire to work in a collaborative team environment
- Excellent written and verbal communication skills
