Quantitative Researcher – Futures
A senior researcher building intraday systematic futures strategies, pairing IMC's options expertise with forecasts in the underlying futures. It forms part of a growing team that also designs the research framework with 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.
- Research alpha and features for intraday futures strategies
- Prototype and backtest ideas on large high-frequency datasets
- Help design the research-to-production pipeline with developers
- Monitor live strategies for performance and decay of edge
- Evaluate new data sources and microstructure signals
What they ask for
Required
- MSc, PhD or equivalent in a quantitative discipline
- 5+ years of quant research, ideally systematic or HFT futures
- Track record of predictive signals
- Strong Python or C++
- Statistical modelling, time series and ML with overfitting awareness
- Understanding of microstructure and order flow
Preferred
- Experience with real-time data feeds
- Education
- MSc, PhD or equivalent in a quantitative or technical field
- Experience
- 5+ years in quantitative research, preferably systematic or high-frequency futures
- Languages and tools
- Markets
- futures, options
How to prepare
- Build an intraday futures signal and backtest it with realistic fees and slippage
- Study order flow imbalance and volatility in index futures
- Practise measuring and modelling alpha decay
- Read about research frameworks that keep experiments reproducible
What to study
- Quantitative Research, Data and Backtesting
- Market Microstructure and Execution
- Financial Machine Learning
- Econometrics and Financial Time Series
The Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
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.