Quant Trader - Equities

Benefits

Parental leave

Not verified

Non-birth-parent leave

Not verified

Family-building benefits

• Fertility benefits: Not verified
• Adoption assistance: Not verified
• Surrogacy assistance: Not verified

Mental health support

Not verified

Relocation assistance

Not verified

Childcare support

Not verified

Learning budget

Not verified

Verification

Not verified

Salary

Not verified

401(k) match

Not verified

Was this benefit information wrong? Tell us.

Schedule

Shift type

Not verified

Weekend work

Not verified

Application

Cover letter

Not verified

Assessment

Not verified

Deadline

Not stated

Where they hire

State eligibility is not yet verified.

About this role

Quant Trader - Equities Seoul, South Korea IMC is seeking experienced Quantitative Traders to drive the monetisation of high to mid-frequency delta-one trading strategies within the APAC markets. In this role, you will harness your expertise to develop and execute profitable systematic trading strategies that deliver measurable results. Joining our dynamic and growing research and trading team, you'll collaborate closely with quant researchers, software engineers, and hardware engineers to uncover opportunities, optimize performance, and enhance our production outcomes. IMC competes and wins as a team, with open idea sharing and collaboration across disciplines, desks and offices. Your Core Responsibilities: - Develop and deploy high to mid-frequency systematic trading strategies, with a focus on APAC equities markets. - Identify and exploit inefficiencies in financial markets, optimizing trade selection and minimizing market impact. - Design and implement execution algorithms that account for market microstructure and dynamic liquidity conditions - Manage and optimize risk exposures in line with the firm's risk tolerance and trading objectives. Your Skills and Experience: - Degree in a quantitative field such as Mathematics, Physics, Computer Science, Engineering, or Economics. - 4+ years experience in quantitative trading with specific experience in the high to mid-frequency delta-one space, ideally within APAC markets. - Strong programming skills in at least one language (python strongly preferred). - Strong understanding of financial markets, market microstructure, and trading systems. - Experience in modelling market impact, with a deep understanding of order book dynamics, and liquidity provision - Experience building predictive models for order placement,

Read the full description at job-boards.eu.greenhouse.io. FewerJobs shows a source-linked preview and links to the original posting.