Quantitative Trader – Equities (Strategy Monetization)

Benefits

Parental leave

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Non-birth-parent leave

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Family-building benefits

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• 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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Market context

U.S. role benchmark (BLS OEWS)

$57,704 U.S. median for this role

Projected growth (BLS Employment Projections)

+0.9% - Slower

Matched to SOC 41-2031 - Sales aggregate by role bucket.

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

Role

Role function

Sales 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

Equity

Offered From the posting source checked Jun 20, 2026

Application

Cover letter

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Assessment

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Deadline

Not stated

Where they hire

State eligibility is not yet verified.

About this role

Quantitative Trader – Equities (Strategy Monetization) Hong Kong, Hong Kong; Sydney, Australia IMC is hiring a Quantitative Trader to focus on monetization research and back testing for high- to mid-frequency delta-one equity strategies. This role emphasizes research depth, systematic evaluation, and capital efficiency, partnering closely with quant researchers and engineers to turn signals into scalable, profitable trading strategies. Based in Sydney, this role is ideal for candidates who excel at research-driven trading problems, large-scale data analysis, and rigorous performance validation. For exceptional candidates from top global trading firms, Hong Kong location may be considered. Core Responsibilities - Research and evaluate new trading signals and strategy ideas with a focus on monetization potential - Design and run large-scale back tests to assess PnL, risk, capacity, and robustness - Analyse transaction costs, market impact, and execution assumptions within back testing frameworks - Optimize portfolio construction, capital allocation, and risk controls across strategies - Work with engineers to improve back testing infrastructure, data quality, and research tooling - Partner with live traders to ensure research assumptions align with real-world execution behaviour - Drive strategies from research validation through production readiness Skills & Experience - Degree in a quantitative field (Mathematics, Physics, Computer Science, Engineering, Economics, or similar) - 3+ years of experience in quantitative trading or monetization research, preferably in equities - Strong experience with back testing frameworks, large datasets, and systematic performance evaluation - Deep understanding of market microstructure, transaction costs, and scalability constraints - Strong programming skills (Python/C++ strongly preferred); ability

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