Quant jobs / IMC Trading

Quantitative Researcher – Equities / Futures (APAC)

A researcher developing high-frequency delta-one strategies and predictive models for APAC equities and futures. It sits in the Hong Kong research team alongside traders and hardware and software developers.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Generate and test ideas for high-frequency alpha
Engineer features from market microstructure and order book data
Validate models rigorously against overfitting
Work with developers to see research reach production

What they ask for

Required

3+ years in high-frequency equities or futures research or trading
Track record of results
Postgraduate-level study in ML, statistics or STEM
Strong programming, Python preferred
Practical experience with at least one ML approach

Education: Graduate and postgraduate study at a top university in ML, statistics or STEM
Experience: 3+ years as a quant researcher or trader in high-frequency equities or futures
Languages and tools: Python
Markets: equities, futures

How to prepare

Study order book dynamics and build simple imbalance and flow features
Learn APAC exchange structure for equities and index futures
Practise ML on tick data with leak-free train and test splits
Understand latency and how it limits which signals are tradable

What to study

The HFT Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on IMC Trading’s site before applying: requirements, location and pay can change after we check them.

View the posting on IMC Trading’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with IMC Trading and doesn’t handle applications.