Quantitative Microstructure Analyst

Job description

IMC is looking for a highly skilled Quantitative Microstructure Analyst to join our Performance team in Sydney. Quantitative Microstructure Analyst's at IMC collaborate with other teams, both technical and non-technical, to handle everything from optimising exchange connectivity to analysing application performance to designing systems for handling massive amounts of data. If it’s a hard problem, it’s in scope. Your Core Responsibilities: - Data and Systems Analysis: Analyse terabytes of network data to identify patterns, validate hypotheses, and optimise system performance. - Analyse, optimise, troubleshoot, and continuously tune the complete trading environment to improve the performance of our low-latency trading systems on financial exchanges. - Analyse time series exchange network captures. - Design, develop, test, and deploy simple, elegant, reusable code. - Work closely with traders and other technology teams to drive global thinking, information sharing, and sustainable, long-term solutions. - Build IMC's knowledge base to ensure a deep understanding of exchange infrastructure and protocols. - Define the direction for critical investment decisions by analysing complex techn...