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Quant Trader - Equities

IMC Trading - Seoul, South Korea

Posted Mar 10, 2026

Benefits

Parental leave
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Non-birth-parent leave
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Family-building benefits
  • Fertility benefits: Not verified
  • Adoption assistance: Not verified
  • Surrogacy assistance: Not verified
Mental health support
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Relocation assistance
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Childcare support
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Learning budget
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Verification
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Salary
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Market context

U.S. role benchmark (BLS OEWS)
$106,409 U.S. median for this role
Projected growth (BLS Employment Projections)
+7.7% - Faster than average

Matched to SOC 13-2011 - Finance aggregate by role bucket.

Source: U.S. Bureau of Labor Statistics, OEWS, May 2024 and Employment Projections, 2024-2034.

Role

Role function
Finance From the posting source checked Jun 20, 2026
Seniority
Mid From the posting source checked Jun 20, 2026

Schedule

Shift type
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Weekend work
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Company

Company stage
Public-company From the posting source checked Jun 20, 2026

Application

Cover letter
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Assessment
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Deadline
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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,

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