Quantitative Trader – Equities (Strategy Monetization)

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 to write clean, research-grade code

Rigorous, detail-oriented mindset with strong statistical intuition

Experience at leading systematic or proprietary trading firms is a strong plus

About Us

IMC is a research-driven trading firm where quantitative modeling, machine learning, and engineering shape how modern markets are traded. A stabilizing force in markets since 1989, we provide liquidity across trading venues, delivering the best outcome in value and risk management to investors. Using our own technology and capital, we build proprietary systems and algorithms that operate across global markets. Our researchers, traders, and engineers work as a collective, combining rapid experimentation, advanced infrastructure, and real-time feedback to turn insight into execution and execution into advantage.