Quant jobs / IMC Trading

Quantitative Researcher – HFT

A researcher creating high-frequency delta-one alpha for APAC markets, relying on microstructure and machine learning. It works with traders and engineers in the Hong Kong and Sydney 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.

Generate testable high-frequency alpha signals
Build features from order book and microstructure data
Apply ML with firm discipline on robustness and overfitting
Work with engineers to deploy research into production

What they ask for

Required

3+ years of HFT equities or futures alpha research
Ideally a track record in Asian markets
Probability and statistics
Practical experience with a mainstream ML approach
Experience with large high-frequency datasets
Strong programming, Python preferred

Education: No degree level stated
Experience: 3+ years of high-frequency equities or futures alpha research
Languages and tools: Python
Markets: equities, futures

How to prepare

Reconstruct a limit order book from raw feed data and compute queue features
Study asian exchange rules such as tick sizes and auctions
Practise feature selection that avoids lookahead bias
Learn how ML predictions get converted into quoting or execution decisions

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.