Quant jobs / IMC Trading

Quantitative Researcher – HFT Commodity Futures

A researcher building high-frequency delta-one signals for China commodity futures and options, drawing on microstructure and machine learning. It is part of IMC's APAC research team.

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 signals for China commodity futures
Develop features from order book dynamics in Chinese contracts
Validate ML-based models against overfitting
Pass strategies to engineers for production

What they ask for

Required

3+ years of HFT alpha research on China commodity futures
Strong track record
Probability and statistics
Practical ML experience
Experience with large high-frequency datasets
Strong programming, Python preferred

Education: No degree level stated
Experience: 3+ years of high-frequency alpha research in China commodity futures
Languages and tools: Python
Markets: commodities, futures, options

How to prepare

Study how contracts such as rebar, iron ore and copper trade on Chinese exchanges
Learn exchange-specific rules, fees and night sessions
Build order book features and test them on tick data
Understand term structure and rolling in commodity futures

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.