Quantitative Researcher – Digital Assets

Job description

About the role: IMC is looking for an experienced Quantitative Researcher to help develop and improve trading and execution strategies within our Digital Assets business. In this role, you will work on complex, high-impact problems at the intersection of quantitative research, market microstructure, machine learning, and automated trading. You will join a collaborative, multidisciplinary team of researchers, traders, and engineers focused on building robust, data-driven strategies for cryptocurrency markets. Your work will directly contribute to improving execution quality, trading capacity, and overall strategy performance in a fast-moving market environment. This is a role for someone who enjoys solving hard research problems, working with large and complex datasets, and seeing their ideas translated into production trading systems. Your Core Responsibilities: - Develop, test, and improve models and algorithms for trading and optimal execution in crypto markets; - Research execution quality in delta one, mid-frequency, and intraday trading contexts, with a focus on reducing trading costs and improving performance; - Generate high-quality, testable signals using order book data, t...