Quant jobs / IMC Trading

Quantitative Trader – Equities (Strategy Monetization)

A research-driven trading role that turns signals into scalable strategies for high to mid-frequency delta-one equities. It centres on backtesting, transaction costs and capital efficiency. Sydney is the base, with Hong Kong possible for exceptional candidates.

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.

Evaluate new signals for monetisation potential
Run large-scale backtests covering PnL, risk, capacity and robustness
Model transaction costs and impact inside backtests
Optimise portfolio construction and capital allocation
Improve backtesting tools and data quality with engineers

What they ask for

Required

Degree in a quantitative field
3+ years in quant trading or monetisation research, ideally equities
Backtesting frameworks and large datasets
Understanding of microstructure, costs and scalability
Strong Python or C++
Statistical intuition

Preferred

Experience at a leading systematic or prop firm

Education: Degree in maths, physics, CS, engineering, economics or similar
Experience: 3+ years in quantitative trading or monetisation research
Languages and tools: Python
C++
Markets: equities

How to prepare

Build a backtest that includes realistic costs, impact and capacity limits
Study portfolio construction with turnover and risk constraints
Learn how to size capital across multiple signals
Practise writing clean, reproducible research code

What to study

The Portfolio and Factor Quant 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.