Quantitative analysis · Equities

You build models that predict short term moves in share prices, which IMC's trading systems use to decide what to buy and sell. The seat is in Quant Research at IMC Trading in London, working on equities. The strategies are high to mid frequency, meaning positions are held for seconds to hours rather than months, and delta one, meaning they trade the shares themselves or things that move one for one with them, not options. You use machine learning, which is software that learns patterns from data, to find edges in how prices behave.

The firm already has advantages in market access, global reach, understanding of options and low latency, which is speed of reacting to the market. Your research is meant to turn those advantages into better predictions and better trades.