Quant Performance Engineer Intern - Summer 2027

IMC Trading is a research-driven trading firm where quantitative modeling, machine learning, and engineering shape how modern markets are traded. The Quant Performance Engineer Intern will conduct quantitative research, develop optimization strategies and AI-driven systems, stress-test network and systems technologies, and collaborate with traders and hardware and software engineers.

What you'll do:

• Perform quantitative research with large datasets to understand exchange technology
• Design novel strategies to optimize IMC’s liquidity taking and quoting strategies for exchange microstructure
• Develop AI agents, ETL pipelines and algorithms in Python to optimize IMC’s ultra-low-latency trading strategies
• Reverse-engineer and stress-test network and systems programming technologies in order to understand them better than the manufacturers
• Collaborate closely with Traders and with the Hardware and Software Engineers who will implement your ideas

What they're looking for:

• * Current university student graduating between September 2027 - July 2028 that is pursuing a degree in Computer Science, Engineering, or a related technology field
• * Proficiency in at least one programming language is required
• * Exceptional quantitative ability and analytical skills
• * Highly motivated to compete—and win—in one of the world's most competitive markets
• * Strong communication and collaboration skills, with a desire to work cross-functionally across trading and engineering teams
• * Interest in the Financial Markets; previous knowledge is NOT required
• * Must be able to start internship on June 7, 2027
• * Experience with statistical modeling, machine learning, or network technology is a plus

Benefits:

• All full-time, permanent positions are eligible for a discretionary bonus and benefits, including paid leave and insurance.