Quantitative Researcher – Futures

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About this role

Quantitative Researcher – Futures Chicago, United States; New York, United States IMC is looking for experienced quantitative researchers to develop systematic futures trading strategies. Candidates will join a well-resourced effort combining IMC's extensive options trading expertise with systematic strategies in the underlying futures market. Candidates will be responsible for performing large scale data analysis, utilizing modern machine learning techniques to derive forecasts that will be combined with IMC's best-in-class technology platform for execution in futures markets. Once on board, candidates will join a growing team that will be essential to all aspects of IMC's trading. They will contribute not only to signal generation but also work w/ developers in design and implementation of a robust research framework that allows for new ideas to be researched, tested, and put into production in a timely manner. Your Core Responsibilities: - Conduct alpha / signal / feature research targeted at intraday futures trading strategies - from hypothesis generation through rigorous data analysis. - Quickly prototype, backtest, and evaluate new trading ideas, using large-scale and high-frequency market data. - Collaborate with developers, traders, and fellow researchers to design and implement a robust research-to-production pipeline. Once validated, see ideas through to full-scale deployment. - Monitor and refine existing strategies, continuously evaluating performance, risk, and edge decay - and iterating to maintain or improve profitability. - Explore and integrate new data sources, alternative data sets, and market microstructure signals to expand the research toolbox. - Contribute to defining the strategic direction of research initiatives, including tooling,

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