Quant jobs / IMC Trading

Quantitative Researcher – Equities

A researcher building high to mid-frequency delta-one equity strategies and predictive models, increasingly with machine learning. It works alongside traders and developers across IMC's global offices.

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.

Create and test predictive features from public feeds and alternative data
Run large-scale analysis to produce robust forecasts
Check results carefully for overfitting before deployment
Work with traders to turn improvements into production gains

What they ask for

Required

3+ years in high to mid-frequency delta-one research
Track record of building orthogonal features
Python or similar programming
Solid statistics
Practical experience with a mainstream ML approach
Strong collaboration skills

Preferred

Awareness of the range of ML approaches and their overfitting risks

Education: Graduate and postgraduate study in ML, statistics or a STEM subject
Experience: 3+ years as a quant researcher in high to mid-frequency delta-one, ideally equities
Languages and tools: Python
Markets: equities

How to prepare

Build a feature library from limit order book data and test each feature's predictive power
Practise cross-validation techniques for financial time series
Study overfitting controls such as purged k-fold and multiple-testing corrections
Try gradient-boosted models on returns forecasting

What to study

The 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.