Quantitative Microstructure Analyst

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 technical problems in a self-directed manner.

Your Skills and Experience: 

While not all of the below is required, a deep understanding in at least one of the following areas would be an advantage

• 5+ years of experience in at least one of the areas: distributed systems, computer networks, operating system architecture, ultra-low latency environments.


• Strong skills in data analytics including analysing and visualising large data sets


• Knowledge of Linux kernel internals and interfaces including memory, network, and file I/O. Knowledge of eBPF is a plus.


• Knowledge of networking (TCP/IP, UDP, Multicast).  Knowledge of kernel network bypass technologies is a plus.


• Proficiency in Python. Proficiency in C++ a bonus.


• A high degree of flexibility and adaptability: willing and able to deal with uncertainty and ambiguity in a rapidly evolving environment


• Strong troubleshooting and diagnostic skills; ability to solve problems creatively and proactively.


• Ability to communicate complex ideas to technical and non-technical audiences.


• Ability to see opportunities and to make them happen without supervision; a true self-starter.

About Us

IMC is a global trading firm powered by a cutting-edge research environment and a world-class technology backbone. Since 1989, we’ve been a stabilizing force in financial markets, providing essential liquidity upon which market participants depend. Across our offices in the US, Europe, Asia Pacific, and India, our talented quant researchers, engineers, traders, and business operations professionals are united by our uniquely collaborative, high-performance culture, and our commitment to giving back. From entering dynamic new markets to embracing disruptive technologies, and from developing an innovative research environment to diversifying our trading strategies, we dare to continuously innovate and collaborate to succeed.