Quantitative Trader – Equities (Live Trading)
A trading role close to production, running and monitoring live high to mid-frequency delta-one equity strategies in APAC. It focuses on execution quality and quick feedback between trading, research and engineering.
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.
- Monitor live strategies for performance, risk and anomalies
- Analyse fills, slippage, adverse selection and market impact
- Translate research ideas into robust live behaviour
- Work with engineers to diagnose production issues
- Run post-trade analysis and performance attribution
What they ask for
Required
- Degree in a quantitative field
- 3+ years in systematic equity trading with live exposure
- Market microstructure and order book understanding in APAC
- Execution quality and market impact analysis
- Python or C++ and data analysis
- Decision-making under pressure
- Education
- Degree in maths, physics, CS, engineering, economics or similar
- Experience
- 3+ years in systematic equity trading
- Languages and tools
- Markets
- equities
How to prepare
- Build a transaction cost analysis report from fills and quotes
- Study market impact models such as square-root impact
- Learn APAC market structure, auctions and lot sizes
- Practise triaging a production incident from logs and PnL
What to study
- Market Microstructure and Execution
- Quantitative Research, Data and Backtesting
- Python for Quantitative Finance
- Professional Quant Practice
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.